Publication: Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms
Loading...
Date
Authors
Advisor
Department
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier BV
Type
Abstract
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Description
Journal or Series
Journal of Computational and Applied Mathematics
ISSN
0377-0427
ISBN
Rights
CLOSED
Keywords
Numerical solutions to stochastic differential and integral equations, Ordinary differential equations and systems with randomness, semi-implicit numerical method, nonlinear stochastic differential equations, Euler method, split-step methods, Stability and convergence of numerical methods for ordinary differential equations, Computational methods for stochastic equations (aspects of stochastic analysis), Stochastic ordinary differential equations (aspects of stochastic analysis)