Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability (Q5854339)
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scientific article; zbMATH DE number 7323634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability |
scientific article; zbMATH DE number 7323634 |
Statements
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability (English)
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16 March 2021
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explicit Euler-Maruyama scheme
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finite horizon
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infinite horizon
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moment bound
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stability analysis
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invariant measure
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