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"Stability analysis of split-step θ-Milstein method for a class ..."

Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra (2019)

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DOI: 10.1016/J.AMC.2018.10.040

access: closed

type: Journal Article

metadata version: 2021-08-22

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Davood Ahmadian, O. Farkhondeh Rouz, Luca Vincenzo Ballestra:
Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations. Appl. Math. Comput. 348: 413-424 (2019)

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