Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844): Difference between revisions

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Latest revision as of 00:49, 28 July 2024

scientific article; zbMATH DE number 7474853
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English
Split-step double balanced approximation methods for stiff stochastic differential equations
scientific article; zbMATH DE number 7474853

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    Split-step double balanced approximation methods for stiff stochastic differential equations (English)
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    16 February 2022
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    stochastic differential equation
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    mean-square convergence
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    split-step balanced method
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    numerical stability
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    stiff equations
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