Some results for the weak convergence of semi-implicit split-step methods
In this paper, we obtain some results for the weak convergence of semi-implicit split-step (SISS) methods which are recently developed to solve a class of nonlinear stochastic differential equation with non-Lipschitz drift term. First, we present some moment estimates based on the actual and numeric...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
BİSKA Bilisim Company
2019-03-01
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| Series: | New Trends in Mathematical Sciences |
| Subjects: | |
| Online Access: | https://ntmsci.com/ajaxtool/GetArticleByPublishedArticleId?PublishedArticleId=8505 |