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Strong convergence rate for multivalued stochastic differential equations via stochastic theta method - MaRDI portal

Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445)

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scientific article; zbMATH DE number 7553384
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Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
scientific article; zbMATH DE number 7553384

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    Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (English)
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    5 July 2022
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    stochastic theta method
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    Skorohod problem
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    multivalued stochastic differential equation
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    strong convergence rate
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