Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Split-step Milstein methods for multi-channel stiff stochastic differential systems |
scientific article |
Statements
Split-step Milstein methods for multi-channel stiff stochastic differential systems (English)
0 references
30 December 2014
0 references
stochastic differential equations
0 references
split-step method
0 references
Langevin equations
0 references
stiff equations
0 references
multi-channel noise
0 references
mean-square stability
0 references
Milstein method
0 references
convergence
0 references
numerical example
0 references
