Boundary-preserving Lamperti-splitting schemes for some stochastic differential equations (Q6500013)
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scientific article; zbMATH DE number 7845387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary-preserving Lamperti-splitting schemes for some stochastic differential equations |
scientific article; zbMATH DE number 7845387 |
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Boundary-preserving Lamperti-splitting schemes for some stochastic differential equations (English)
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10 May 2024
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stochastic differential equations
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Lamperti transform
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Lie-Trotter splitting scheme
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boundary-preserving numerical scheme
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\(L^{p}(\Omega)\)-convergence
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