Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526)
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scientific article; zbMATH DE number 7475924
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Study on split-step Rosenbrock type method for stiff stochastic differential systems |
scientific article; zbMATH DE number 7475924 |
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Study on split-step Rosenbrock type method for stiff stochastic differential systems (English)
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17 February 2022
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stiff stochastic differential system
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split-step Rosenbrock type method
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ODEs solver
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mean-square convergence
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asymptotically mean-square stability
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