Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms
type: Item
instance of: scholarly article
title: Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms
author: Burhaneddin İzgi
author: Coskun Cetin
published in: Journal of Computational and Applied Mathematics
publication date: 2018-06-20T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 6892255
zbMATH Keywords: semi implicit numerical method
zbMATH Keywords: nonlinear stochastic differential equations
zbMATH Keywords: Euler method
zbMATH Keywords: split-step methods
MaRDI profile type: Publication
full work available at URL: j.cam.2018.03.027
OpenAlex ID: W2805663336
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Wikidata QID: Q129901676
DOI: 10.1016/J.CAM.2018.03.027
description: scientific article; zbMATH DE number 6892255