The semi-discrete method for the approximation of the solution of stochastic differential equations

DOI10.1007/978-3-030-72563-1_23zbMath1477.65025OpenAlexW3194781222MaRDI QIDQ1982270

Ioannis S. Stamatiou

Publication date: 7 September 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-72563-1_23

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Pathwise stability and positivity of semi-discrete approximations of the solution of nonlinear stochastic differential equations ⋮ Boundary preserving explicit scheme for the Aït-Sahalia mode

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