Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (Q1643817)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms |
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Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms (English)
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20 June 2018
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semi implicit numerical method
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nonlinear stochastic differential equations
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Euler method
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split-step methods
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