Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (Q6156281)
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scientific article; zbMATH DE number 7695260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes |
scientific article; zbMATH DE number 7695260 |
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Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes (English)
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13 June 2023
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second-order Itô stochastic differential equations
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mean-square convergence
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Euler-Maruyama method
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semi-implicit scheme
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Wiener process
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