Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963)
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scientific article; zbMATH DE number 6682790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments |
scientific article; zbMATH DE number 6682790 |
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Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (English)
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9 February 2017
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stochastic differential equations with piecewise continuous arguments
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split-step theta (SST) method
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monotone condition
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convergence of the SST method
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exponential mean square stability
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0.9938365
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0.9783772
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0.9662783
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0.95928246
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0.95845896
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0.9505779
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0.9490022
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