Convergence and Stability of Split-Step Milstein Schemes for Stochastic Differential Equations

Lingzhi Teng *

College of Science, Guilin University of Technology, Guilin 541004, Guangxi, P.R. China.

Haomin Zhang

College of Science, Guilin University of Technology, Guilin 541004, Guangxi, P.R. China.

Xiaoting Tao

College of Science, Guilin University of Technology, Guilin 541004, Guangxi, P.R. China.

*Author to whom correspondence should be addressed.


Abstract

In this paper, the mean square convergence and stability of the split-step theta-Milstein schemes for stochastic differential equations are discussed. First, it is shown that these methods are mean square convergent with strong order 1. Then, we investigate the mean square stability of the split-step theta-Milstein methods. Finally, numerical examples are presented to illustrate the theoretical results.

Keywords: Stochastic differential equations, Mean square convergence, Mean square stability, Split-step theta-Milstein schemes.


How to Cite

Teng, Lingzhi, Haomin Zhang, and Xiaoting Tao. 2017. “Convergence and Stability of Split-Step Milstein Schemes for Stochastic Differential Equations”. Asian Research Journal of Mathematics 2 (3):1-11. https://doi.org/10.9734/ARJOM/2017/30465.

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