Strong convergence of split-step theta methods for non-autonomous stochastic differential equations
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207160.2013.871541
Reference24 articles.
1. Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift
2. THRESHOLD ARMA PROCESSES IN CONTINUOUS TIME
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