Improving split-step forward methods by ODE solver for stiff stochastic differential equations
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Cites work
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- scientific article; zbMATH DE number 2114382 (Why is no real title available?)
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Cited in
(5)- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients
- Split-step forward methods for stochastic differential equations
- An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations
- An error corrected split Euler-Maruyama method
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach
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