On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (Q901418)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method |
scientific article |
Statements
On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (English)
0 references
12 January 2016
0 references
semi-discrete method
0 references
super-linear drift and diffusion
0 references
Hölder continuous
0 references
3/2-model
0 references
order of convergence
0 references
