A family of Chaplygin-type solvers for Itô stochastic differential equations
type: Item
instance of: scholarly article
title: A family of Chaplygin-type solvers for Itô stochastic differential equations
zbMATH Open document ID: 1428.60079
author: Yanyan Li
published in: Applied Mathematics and Computation
publication date: 2019-11-22T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7135085
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Chaplygin's method
zbMATH Keywords: convergence analysis
zbMATH Keywords: Banach space
zbMATH Keywords: Itô integral
MaRDI profile type: Publication
full work available at URL: j.amc.2018.08.038
OpenAlex ID: W2889740691
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DOI: 10.1016/J.AMC.2018.08.038
description: scientific article; zbMATH DE number 7135085