Asymptotic moment boundedness of the numerical solutions of stochastic differential equations

DOI10.1016/j.cam.2013.03.037zbMath1288.65009OpenAlexW1989564955MaRDI QIDQ2453095

Wei Liu, Xuerong Mao

Publication date: 6 June 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.03.037

zbMATH Keywords

nonlinear SDEsnumerical asymptotic boundednessthe backward Euler methodthe Euler-Maruyama method

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations ⋮ Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps ⋮ Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay ⋮ The partially truncated Euler-Maruyama method and its stability and boundedness

Cites Work

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