Strong convergence rate for multivalued stochastic differential equations via stochastic theta method

DOI10.1080/17442508.2017.1416117zbMath1498.60247OpenAlexW2782026479MaRDI QIDQ5086445

Hua Zhang

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1416117

zbMATH Keywords

stochastic theta methodmultivalued stochastic differential equationSkorohod problemstrong convergence rate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (2)

Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations ⋮ Large deviations for invariant measures of multivalued stochastic differential equations

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