Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372)
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scientific article; zbMATH DE number 7530118
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| English | Improving split-step forward methods by ODE solver for stiff stochastic differential equations |
scientific article; zbMATH DE number 7530118 |
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Improving split-step forward methods by ODE solver for stiff stochastic differential equations (English)
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20 May 2022
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Itô stochastic differential equations
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Euler-Maruyama method
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strong convergence
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mean-square stability
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0.8794418573379517
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0.8256427645683289
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0.8229544162750244
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