随机微分方程改进的分裂步单支<em>θ</em>方法的强收敛性

张维, 王文强

STRONG CONVERGENCE OF THE IMPROVED SPLIT-STEP ONE-LEG θ METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS

Zhang Wei, Wang Wenqiang

计算数学 . 2019, (1): 12 -36 . DOI: 10.12286/jssx.2019.1.12