Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes

IF 1.9 4区数学 Q1 MATHEMATICS

Mathematical Sciences Pub Date : 2021-09-30 DOI:10.1007/s40096-021-00440-2

L. Torkzadeh

引用次数: 1

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Wiener过程驱动的随机微分方程半隐式格式的均方收敛性分析

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Mathematical Sciences Multiple-

CiteScore

4.20

自引率

5.00%

发文量

期刊介绍： Mathematical Sciences is an international journal publishing high quality peer-reviewed original research articles that demonstrate the interaction between various disciplines of theoretical and applied mathematics. Subject areas include numerical analysis, numerical statistics, optimization, operational research, signal analysis, wavelets, image processing, fuzzy sets, spline, stochastic analysis, integral equation, differential equation, partial differential equation and combinations of the above.