Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations

DOI10.1090/mcom/3661zbMath1481.65022arXiv2002.06756OpenAlexW3158330862WikidataQ115290991 ScholiaQ115290991MaRDI QIDQ4956927

Xuerong Mao, Hongfu Yang, Xiaoyue Li

Publication date: 2 September 2021

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.06756

zbMATH Keywords

stochastic differential equationstrong convergenceLyapunov functionsexplicit schemelocal Lipschitz conditionLaSalle's theorem

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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