Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations

DOI10.1080/10236198.2020.1857748zbMath1460.65007OpenAlexW3113339448WikidataQ115296072 ScholiaQ115296072MaRDI QIDQ4963884

Wenjuan Guo, Ming Ye, Qi-min Zhang

Publication date: 24 February 2021

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10236198.2020.1857748

zbMATH Keywords

stabilitystrong convergencenon-autonomous stochastic differential equationslocally Lipschitz condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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