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"Convergence and stability of the split-step theta method for stochastic ..."

Y. L. Lu, M. H. Song, M. Z. Liu (2017)

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DOI: 10.1016/J.CAM.2016.11.033

access: closed

type: Journal Article

metadata version: 2020-02-20

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Y. L. Lu, M. H. Song, M. Z. Liu:
Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments. J. Comput. Appl. Math. 317: 55-71 (2017)

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