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scientific article; zbMATH DE number 7109192 - MaRDI portal

scientific article; zbMATH DE number 7109192

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Publication:5197053

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DOI10.13705/J.ISSN.1671-6841.2017176zbMath1438.60097MaRDI QIDQ5197053

Rui Li, Fenjin Liu, Yin Di Zhang

Publication date: 20 September 2019

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

zbMATH Keywords

stochastic differential equation convergence Lipschitz condition \(\theta \)-Heun method

Mathematics Subject Classification ID

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

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