The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions
type: Item
instance of: scholarly article
title: The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions
zbMATH Open document ID: 1404.60083
author: Minggang Han
author: Qiang Ma
author: Xiaohua Ding
published in: Journal of Computational and Applied Mathematics
publication date: 2019-01-04T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 6997515
zbMATH Keywords: projected explicit Itô-Taylor methods
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: stochastic C-stability
zbMATH Keywords: stochastic B-consistency
MaRDI profile type: Publication
full work available at URL: j.cam.2018.08.057
OpenAlex ID: W2890537485
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DOI: 10.1016/J.CAM.2018.08.057
description: scientific article; zbMATH DE number 6997515