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Double-implicit and split two-step Milstein schemes for stochastic differential equations 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2016, 卷号: 93, 期号: 12, 页码: 1987-2011
作者:  Jiang, Fengze;  Zong, Xiaofeng;  Yue, Chao;  Huang, Chengming
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
double-implicit Milstein method  split two-step Milstein method  strong convergence  exponential mean square stability  
Projection methods for stochastic differential equations with conserved quantities 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 4, 页码: 1497-1518
作者:  Zhou, Weien;  Zhang, Liying;  Hong, Jialin;  Song, Songhe
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
Stochastic differential equations  Conserved quantities  Projection methods  Mean-square convergence