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math.NA2020
A note on the asymptotic stability of the Semi-Discrete method for Stochastic Differential Equations
Nikolaos Halidias, Ioannis S. Stamatiou
We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Recently, we examined the order of $\mathca…
math.NA2020★ 3 cited
Convergence rates of the Semi-Discrete method for stochastic differential equations
Ioannis S. Stamatiou, Nikolaos Halidias
We study the convergence rates of the semi-discrete (SD) method originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and appli…