TAMED STOCHASTIC RUNGE-KUTTA-CHEBYSHEV METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-GLOBALLY LIPSCHITZ COEFFICIENTS

Yanyan Yu, Aiguo Xiao, Xiao Tang

Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (4) : 840-865.

中国科学院数学与系统科学研究院期刊网
JCM
Journal of Computational Mathematics ›› 2025, Vol. 43 ›› Issue (4) : 840-865. DOI: 10.4208/jcm.2402-m2023-0194

TAMED STOCHASTIC RUNGE-KUTTA-CHEBYSHEV METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-GLOBALLY LIPSCHITZ COEFFICIENTS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2025, 43(4): 840-865 https://doi.org/10.4208/jcm.2402-m2023-0194

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