Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations (Q6106390)
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scientific article; zbMATH DE number 7702664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations |
scientific article; zbMATH DE number 7702664 |
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Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations (English)
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27 June 2023
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stochastic theta methods
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almost sure stability
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semimartingale convergence theory
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variable stepsize
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numerical simulation
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