Publication:3572486

zbMath1212.60112MaRDI QIDQ3572486

Ming-Zhu Liu, Gui-Hua Zhao

Publication date: 8 July 2010

zbMATH Keywords

Milstein method; MS-stable; impulsive stochastic differential equation; GMS-stable

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations