An error corrected split Euler-Maruyama method (Q2990906)
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scientific article; zbMATH DE number 6613288
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| default for all languages | No label defined |
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| English | An error corrected split Euler-Maruyama method |
scientific article; zbMATH DE number 6613288 |
Statements
10 August 2016
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stochastic differential equations
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error corrected method
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split method
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Euler-Maruyama method
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stability region
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stiff
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numerical experiments
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0.8624852895736694
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0.8062464594841003
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0.787209689617157
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0.7791551351547241
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