scientific article
zbMath1212.65020MaRDI QIDQ3052503
Publication date: 5 November 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical resultssplitting techniqueItô stochastic differential equationmean-square stabilitybackward Milstein method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for stiff equations (65L04)
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