A new class of exponential integrators for SDEs with multiplicative noise (Q5854338)
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scientific article; zbMATH DE number 7323633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of exponential integrators for SDEs with multiplicative noise |
scientific article; zbMATH DE number 7323633 |
Statements
A new class of exponential integrators for SDEs with multiplicative noise (English)
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16 March 2021
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stochastic differential equations
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exponential integrator
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Euler-Maruyama scheme
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exponential Milstein
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homotopy
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geometric Brownian motion
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