The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The improved split-step <i>θ</i> methods for stochastic differential equation |
scientific article |
Statements
The improved split-step <i>θ</i> methods for stochastic differential equation (English)
0 references
21 November 2014
0 references
stochastic differential equation
0 references
numerical method
0 references
mean-square stability
0 references
Hamiltonian-preserving
0 references
positivity-preserving
0 references
Cox-Ingersoll-Ross model
0 references
0 references
0 references
0 references
0 references
0 references
