Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations (Q4785807)
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scientific article; zbMATH DE number 1848625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations |
scientific article; zbMATH DE number 1848625 |
Statements
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations (English)
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5 January 2003
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backward Euler method
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Euler-Maruyama method
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finite-time convergence
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moment bounds
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nonlinearity
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one-sided Lipschitz condition
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split-step
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