Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations

Xiaoyue Li, Xuerong Mao, Hongfu Yang. Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations. Math. Comput., 90(332):2827-2872, 2021. [doi]

Authors

Xiaoyue Li

This author has not been identified. Look up 'Xiaoyue Li' in Google

Xuerong Mao

This author has not been identified. Look up 'Xuerong Mao' in Google

Hongfu Yang

This author has not been identified. Look up 'Hongfu Yang' in Google