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

Published Online: 2020-02-18

Published Print: 2020-09

Authors

Wang, Xiaojie

Wu, Jiayi

Dong, Bozhang
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11671405, 11571373)

National Natural Science Foundation of China (91630312)
License Information

Text and Data Mining valid from 2020-02-18

Version of Record valid from 2020-02-18
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Article History

Received: 20 December 2018

Accepted: 18 December 2019

First Online: 18 February 2020

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