STRONG CONVERGENCE OF THE IMPROVED SPLIT-STEP ONE-LEG θ METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
Zhang Wei, Wang Wenqiang
Mathematica Numerica Sinica ›› 2019, Vol. 41 ›› Issue (1) : 12-36.
STRONG CONVERGENCE OF THE IMPROVED SPLIT-STEP ONE-LEG θ METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |