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zbMath1174.60390MaRDI QIDQ3609881

Zhenxin Liu, Xianrui Lü, Peng Wang

Publication date: 6 March 2009

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

zbMATH Keywords

stochastic differential equation Euler-Maruyama method Milstein method strong convergence order

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Split-step forward methods for stochastic differential equations

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