Mean square stability of the split-step theta method for non-linear time-changed stochastic differential equations

DOI10.1080/00036811.2023.2262734zbMATH Open1548.65045MaRDI QIDQ6608472

Liping Xu, Author name not available (Why is that?), Dongxuan Wu, Zhi Li

Publication date: 19 September 2024

Published in: Applicable Analysis (Search for Journal in Brave)

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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