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Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments.

Yuhang ZhangMinghui SongMingzhu LiuBowen Zhao
Published in: Comput. Appl. Math. (2022)
Keyphrases
  • convergence rate
  • cost function
  • step size
  • stochastic differential equations
  • high order
  • convergence speed
  • gradient method