【摘 要】
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In this talk we review theoretical results on the mean-square convergence of numerical methods for stochastic ordinary differential equations,stochastic del
【机 构】
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CHINESEACADEMYOFSCIENCES
【出 处】
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第三届国际微分方程的数值分析会议(3rd International Conference on Numerical A
论文部分内容阅读
In this talk we review theoretical results on the mean-square convergence of numerical methods for stochastic ordinary differential equations,stochastic delay differential equations,neutral stochastic delay differential equations,jump-diffusion differential equations,neutral stochastic delay differential equations with jump-diffusion,stochastic partial differential equations and backward stochastic differential equations.These results are called fundamental convergence theorems of numerical methods for stochastic differential equations.
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