A class of split-step balanced methods for stiff stochastic differential equations (Q451801)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A class of split-step balanced methods for stiff stochastic differential equations
scientific article

    Statements

    A class of split-step balanced methods for stiff stochastic differential equations (English)
    0 references
    24 September 2012
    0 references
    stochastic differential equations
    0 references
    split-step balanced methods
    0 references
    mean-square stability
    0 references
    stiff equations
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers