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"Stability in the small moment sense of the backward Euler-Maruyama method ..."

Xiaotong Li et al. (2023)

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DOI: 10.1016/J.AML.2022.108543

access: closed

type: Journal Article

metadata version: 2023-06-26

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Xiaotong Li, Wei Liu, Yudong Wang, Ruoxue Wu:
Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients. Appl. Math. Lett. 139: 108543 (2023)

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