Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations-Reference-Cited by-同舟云学术

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

Published:2020-12-01 Issue:11-12 Volume:26 Page:1538-1563
ISSN:1023-6198
Container-title:Journal of Difference Equations and Applications
language:en
Short-container-title:Journal of Difference Equations and Applications

Author:

Guo Wenjuan¹,Zhang Qimin¹²,Ye Ming³

Affiliation:

1. School of Mathematics and Statistics, Ningxia University, Yinchuan, People's Republic of China

2. State Key Laboratory of High-Efficiency Utilization of Coal and Green Chemical Engineering, Ningxia University, Yinchuan, People's Republic of China

3. Department of Earth, Ocean, and Atmospheric Science and Department of Scientific Computing, Florida State University, Tallahassee, FL, USA

Funder

Natural Science Foundation of Ningxia Province

Publisher

Informa UK Limited

Subject

Applied Mathematics,Algebra and Number Theory,Analysis

Link

https://www.tandfonline.com/doi/pdf/10.1080/10236198.2020.1857748

Reference30 articles.

1. Numerical solution of stochastic differential problems in the biosciences

2. Convergence and stability of the split-step θ-method for stochastic differential equations

3. Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

4. Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

5. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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