Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462)
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scientific article; zbMATH DE number 5826507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations |
scientific article; zbMATH DE number 5826507 |
Statements
Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (English)
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14 December 2010
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stochastic differential equations
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split-step \(\theta \)-method
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mean-square convergence
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mean-square stability
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0.9783772
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0.9737438
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0.96591777
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0.9577739
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0.9558932
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0.95508325
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0.9531797
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