Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition

By Xiaojie Wang, Jiayi Wu, B. Dong. 2020

60 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e0ee946092091317b0327150213c7a0224901336