STRONG CONVERGENCE OF HIGH-ORDER SPLIT-STEP (θ1, θ2, θ3) METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS

Chao Yue

Mathematica Numerica Sinica ›› 2019, Vol. 41 ›› Issue (2) : 126-155.

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Mathematica Numerica Sinica ›› 2019, Vol. 41 ›› Issue (2) : 126-155. DOI: 10.12286/jssx.2019.2.126
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STRONG CONVERGENCE OF HIGH-ORDER SPLIT-STEP (θ1, θ2, θ3) METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2019, 41(2): 126-155 https://doi.org/10.12286/jssx.2019.2.126

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