A revisit of stochastic theta method with some improvements (Q5005852)
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scientific article; zbMATH DE number 7380879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A revisit of stochastic theta method with some improvements |
scientific article; zbMATH DE number 7380879 |
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A revisit of stochastic theta method with some improvements (English)
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11 August 2021
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stochastic differential equations
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stability
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theta method
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numerical schemes
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