Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168): Difference between revisions

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Property / author: Kazem Nouri / rank
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Latest revision as of 00:21, 6 October 2024

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Modified stochastic theta methods by ODEs solvers for stochastic differential equations
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    Modified stochastic theta methods by ODEs solvers for stochastic differential equations (English)
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    21 October 2020
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    ODEs solver
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    stochastic differential equations
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    stochastic theta method
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    mean-square convergence and stability
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