Two-step strong order 1.5 schemes for stochastic differential equations (Q2407917)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-step strong order 1.5 schemes for stochastic differential equations |
scientific article |
Statements
Two-step strong order 1.5 schemes for stochastic differential equations (English)
0 references
6 October 2017
0 references
stochastic differential equations
0 references
mean square stability
0 references
two-step method
0 references
Adams-Bashford
0 references
Adams-Moulton
0 references
backward differentiation formula
0 references
0 references
0 references
