Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations (Q5248080)
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scientific article; zbMATH DE number 6431178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations |
scientific article; zbMATH DE number 6431178 |
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Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations (English)
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27 April 2015
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stochastic differential equations
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split-step method
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predictor-corrector method
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mean-square stability
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stiff equations
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