scientific article; zbMATH DE number 7594708

DOI10.12286/jssx.j2020-0748MaRDI QIDQ5038019

Publication date: 29 September 2022

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

stability convergence canonical Euler-Maruyama splitting method non-autonomous stiff stochastic differential equation

Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Uses Software

RODAS

Cites Work

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Topology
The composite Euler method for stiff stochastic differential equations
Implicit Taylor methods for stiff stochastic differential equations

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