scientific article

zbMath1185.65010MaRDI QIDQ3407985

Ying-Ying Zhang, Deng Ding

Publication date: 24 February 2010

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

zbMATH Keywords

convergencenumerical experimentspenalization methodreflected stochastic differential equationsMATLAB programssplitting-step algorithmEuler-type schemesMilstein-type schemes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Uses Software

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