Two-step strong order 1.5 schemes for stochastic differential equations (Q2407917)

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scientific article; zbMATH DE number 6787451
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    Two-step strong order 1.5 schemes for stochastic differential equations
    scientific article; zbMATH DE number 6787451

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      Two-step strong order 1.5 schemes for stochastic differential equations (English)
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      6 October 2017
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      stochastic differential equations
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      mean square stability
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      two-step method
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      Adams-Bashford
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      Adams-Moulton
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      backward differentiation formula
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