Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Split-step Milstein methods for multi-channel stiff stochastic differential systems |
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Split-step Milstein methods for multi-channel stiff stochastic differential systems (English)
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30 December 2014
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stochastic differential equations
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split-step method
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Langevin equations
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stiff equations
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multi-channel noise
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mean-square stability
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Milstein method
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convergence
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numerical example
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