Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870)
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scientific article; zbMATH DE number 6909979
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| English | Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea |
scientific article; zbMATH DE number 6909979 |
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Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (English)
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24 July 2018
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stochastic differential systems
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composite previous-current-step idea
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strong solution
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Euler-Maruyama method
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mean-square convergence
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0.8131086826324463
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0.8099913001060486
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0.8012734651565552
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0.793212890625
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