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DOI10.3969/J.ISSN.1003-5060.2011.12.034zbMath1265.60109MaRDI QIDQ2918085

Jinggang Li, Xiaolin Zhu, Zijie Wang, Daosan Xu

Publication date: 5 October 2012

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Heun method Itó-type stochastic differential equation order of local convergence order of strong convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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