Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960)
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scientific article; zbMATH DE number 7700260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Balanced implicit methods with strong order 1.5 for solving stochastic differential equations |
scientific article; zbMATH DE number 7700260 |
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Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (English)
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22 June 2023
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stochastic differential equation
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balanced implicit method
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split-step balanced implicit method
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mean-square convergence
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mean-square stability
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