A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations (Q2074870)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7472420
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations |
scientific article; zbMATH DE number 7472420 |
Statements
A family of fully implicit strong Itô-Taylor numerical methods for stochastic differential equations (English)
0 references
11 February 2022
0 references
fully implicit method
0 references
numerical method
0 references
stochastic differential equations
0 references
stochastic Taylor expansions
0 references
mean-square stability
0 references
0 references
0 references
0 references
0.8697790503501892
0 references
0.8693349361419678
0 references
0.855987548828125
0 references
0.841597855091095
0 references
