A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations |
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A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (English)
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22 November 2021
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stochastic differential equations
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Magnus-type methods
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Magnus-type Euler method
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Magnus-type Milstein method
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Magnus-type derivative-free method
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