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Generalized two-step Maruyama methods for stochastic differential equations - MaRDI portal

Generalized two-step Maruyama methods for stochastic differential equations (Q2333223)

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Generalized two-step Maruyama methods for stochastic differential equations
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    Generalized two-step Maruyama methods for stochastic differential equations (English)
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    12 November 2019
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    stochastic differential equation
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    mean-square consistency
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    mean-square convergence
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    mean-square stability
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    generalized two-step Maruyama method
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    Adams method
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