The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations
From MaRDI portal
Publication:696047
DOI10.1155/2012/350407zbMath1253.65009WikidataQ58696377 ScholiaQ58696377MaRDI QIDQ696047
Yu Xiao, Chunmei Shi, Chi-Ping Zhang
Publication date: 18 December 2012
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/350407
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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