A revisit of stochastic theta method with some improvements
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Publication:5005852
DOI10.2298/FIL1703585SzbMath1488.60173OpenAlexW1564231601MaRDI QIDQ5005852
Ali R. Soheili, Fazlollah Soleymani
Publication date: 11 August 2021
Published in: Filomat (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/fil1703585s
Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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