CONVERGENCE AND STABILITY OF THE CANONICAL EM SPLITTING METHOD FOR NONAUTONOMOUS STIFF STOCHASTIC DIFFERENTIAL EQUATIONS

Yu Yanyan, Dai Xinjie, Xiao Aiguo

Mathematica Numerica Sinica ›› 2022, Vol. 44 ›› Issue (1) : 19-33.

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中国科学院数学与系统科学研究院期刊网
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Mathematica Numerica Sinica ›› 2022, Vol. 44 ›› Issue (1) : 19-33. DOI: 10.12286/jssx.j2020-0748
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CONVERGENCE AND STABILITY OF THE CANONICAL EM SPLITTING METHOD FOR NONAUTONOMOUS STIFF STOCHASTIC DIFFERENTIAL EQUATIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2022, 44(1): 19-33 https://doi.org/10.12286/jssx.j2020-0748

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