Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments
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DOI: 10.2298/fil1903945l
Abstract: The equivalent relation is established here about the stability of stochastic differential equations with piecewise continuous arguments(SDEPCAs) and that of the one-leg ? method applied to the SDEPCAs. Firstly, the convergence of the one-leg ?… read more here.
Keywords: stability; leg method; stochastic differential; one leg ... See more keywords