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Some moment estimates for new semi-implicit split-step methods

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dc.contributor.authorİzgi, Burhaneddin
dc.contributor.authorÇetin, Coşkun
dc.date.accessioned2026-01-26T01:38:21Z
dc.date.issued2017-01-01
dc.description.abstractIn this work, we introduce alternative numerical procedures based on a combination of split-step and partially implicit methods to solve a class of nonlinear stochastic differential equation that arise from certain physical and financial applications. Considering certain monotonicity and polynomial growth conditions, we focus on the moment estimates of both the actual and the numerical solutions of a generalized version of stochastic Ginzburg-Landau equations.
dc.description.urihttps://doi.org/10.1063/1.4981689
dc.description.urihttps://dx.doi.org/10.1063/1.4981689
dc.identifier.doi10.1063/1.4981689
dc.identifier.issn0094-243X
dc.identifier.openairedoi_dedup___::bb4040fd08eab2c2d9f49108b45dced1
dc.identifier.orcid0000-0001-8457-8675
dc.identifier.startpage020041
dc.identifier.urihttps://hdl.handle.net/11527/56040
dc.identifier.volume1833
dc.publisherAuthor(s)
dc.relation.ispartofAIP Conference Proceedings
dc.titleSome moment estimates for new semi-implicit split-step methods
dc.typeArticle
dspace.entity.typePublication

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