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A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions

Li Tan, Chenggui Yuan Orcid Logo

International Journal of Computer Mathematics, Volume: 98, Issue: 2, Pages: 238 - 251

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1080/00207160.2020.1737861

Published in: International Journal of Computer Mathematics
ISSN: 0020-7160 1029-0265
Published: Informa UK Limited 2021
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URI: https://cronfa.swan.ac.uk/Record/cronfa53882
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first_indexed 2020-03-30T13:54:44Z
last_indexed 2023-01-11T14:31:40Z
id cronfa53882
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spelling 2022-12-07T16:42:41.2997564 v2 53882 2020-03-30 A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2020-03-30 SMA Journal Article International Journal of Computer Mathematics 98 2 238 251 Informa UK Limited 0020-7160 1029-0265 Stochastic differential equations, implicit scheme, local one-sided Lipschitz, strong convergence, discrete Gronwall inequality 1 2 2021 2021-02-01 10.1080/00207160.2020.1737861 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2022-12-07T16:42:41.2997564 2020-03-30T11:11:48.4992519 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Li Tan 1 Chenggui Yuan 0000-0003-0486-5450 2
title A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
spellingShingle A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
Chenggui Yuan
title_short A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
title_full A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
title_fullStr A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
title_full_unstemmed A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
title_sort A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Li Tan
Chenggui Yuan
format Journal article
container_title International Journal of Computer Mathematics
container_volume 98
container_issue 2
container_start_page 238
publishDate 2021
institution Swansea University
issn 0020-7160
1029-0265
doi_str_mv 10.1080/00207160.2020.1737861
publisher Informa UK Limited
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 0
active_str 0
published_date 2021-02-01T04:07:05Z
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score 11.03559

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