A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications (Q5397607)
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scientific article; zbMATH DE number 6260982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications |
scientific article; zbMATH DE number 6260982 |
Statements
A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications (English)
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24 February 2014
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SDEs with nonglobally Lipschitz coefficients
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numerical integration of SDEs in the mean-square sense
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balanced methods
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fully implicit methods
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strong convergence
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almost sure convergence
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