Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Angeli, Letizia, Crisan, Dan, Ottobre, Michela
Format:	Preprint
Published:	2023
Subjects:	Numerical Analysis Probability 65C20, 65C30, 60H10, 65G99, 47D07, 60J60
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2303.15463