Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927)

scientific article; zbMATH DE number 7390219

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English	Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations	scientific article; zbMATH DE number 7390219

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instance of

scholarly article

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title

Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (English)

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Mathematics of Computation

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publication date

2 September 2021

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full work available at URL

https://arxiv.org/abs/2002.06756

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zbMATH Keywords

stochastic differential equation

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local Lipschitz condition

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explicit scheme

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Lyapunov functions

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LaSalle's theorem

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strong convergence

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

1481.65022

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4956927