Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844)
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scientific article; zbMATH DE number 7474853
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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