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Q3052503 - MaRDI portal

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scientific article

    Statements

    author
    Peng Wang
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    Yuecai Han
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    publication date
    5 November 2010
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    zbMATH Keywords
    Itô stochastic differential equation
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    backward Milstein method
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    mean-square stability
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    splitting technique
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    numerical results
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    34F05
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    65L04
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    65L20
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    zbMATH DE Number
    5812226
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