scientific article; zbMATH DE number 5812226
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Publication:3052503
numerical resultsmean-square stabilitysplitting techniquebackward Milstein methodItô stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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