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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| English | 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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0.8860214352607727
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0.8265700936317444
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0.8238029479980469
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