Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (Q6664927)
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scientific article; zbMATH DE number 7968721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case |
scientific article; zbMATH DE number 7968721 |
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Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case (English)
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16 January 2025
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stochastic differential equation
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non-commutative noise
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strong convergence
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derivative-free methods
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locally Lipschitz
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truncated method
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