Publication:5155921
From MaRDI portal
zbMath1471.65013MaRDI QIDQ5155921
Kazem Nouri, Hassan Ranjbar, Juan-Carlos Cortés
Publication date: 13 October 2021
Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume-17-2020/No-5-20/2020-05-03.pdf
strong convergence; ODE solver; split-step method; mean-square stability; harmonic mean; Itô stochastic differential system
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
