Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (Q1643817)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms |
scientific article; zbMATH DE number 6892255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms |
scientific article; zbMATH DE number 6892255 |
Statements
Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (English)
0 references
20 June 2018
0 references
semi implicit numerical method
0 references
nonlinear stochastic differential equations
0 references
Euler method
0 references
split-step methods
0 references
0 references
0 references
0 references
0 references
0 references
