Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
type: Item
instance of: scholarly article
title: Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
zbMATH Open document ID: 1364.65020
author: Xiaofeng Zong
author: Fuke Wu
author: Chengming Huang
published in: Applied Mathematics and Computation
publication date: 2017-06-09T00:00:00Z
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6728479
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: semi-tamed Euler scheme
zbMATH Keywords: strong convergence
zbMATH Keywords: mean square stability
MaRDI profile type: Publication
full work available at URL: j.amc.2013.11.100
OpenAlex ID: W2048332708
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DOI: 10.1016/J.AMC.2013.11.100
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description: scientific article; zbMATH DE number 6728479