Strong convergence of Euler-type methods for nonlinear stochastic differential equations

Mathematics

• Strong Convergence 100%
• Stochastic Differential Equations 94%
• Nonlinear Differential Equations 94%
• Euler 91%
• Lipschitz 89%
• Diffusion Coefficient 52%
• Convergence Results 48%
• Lipschitz Property 37%
• Moment 37%
• Excursion 33%
• Optimal Rate of Convergence 32%
• Convergence Theory 32%
• Local Properties 30%
• Implicit Method 30%
• Lipschitz condition 29%
• Coefficient 27%
• Exact Solution 20%
• Numerical Methods 19%
• Numerical Solution 18%
• Path 18%
• Converge 17%
• Polynomial 14%
• Approximation 13%
• Form 11%
• Model 8%

Engineering & Materials Science

• Differential equations 96%
• Numerical methods 23%
• Polynomials 20%