A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations (Q2074870)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations |
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A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations (English)
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11 February 2022
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fully implicit method
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numerical method
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stochastic differential equations
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stochastic Taylor expansions
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mean-square stability
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