Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified stochastic theta methods by ODEs solvers for stochastic differential equations |
scientific article |
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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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