Generalized two-step Maruyama methods for stochastic differential equations
DOI10.1016/J.AMC.2018.03.003zbMath1427.65009OpenAlexW2795046409WikidataQ130109718 ScholiaQ130109718MaRDI QIDQ2333223
Publication date: 12 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2018.03.003
stochastic differential equationmean-square convergencemean-square stabilityAdams methodmean-square consistencygeneralized two-step Maruyama method
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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