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

Fuente: arXiv

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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
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