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 CSTR: 32030.14.jssx.j2020-0748
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CONVERGENCE AND STABILITY OF THE CANONICAL EM SPLITTING METHOD FOR NONAUTONOMOUS STIFF STOCHASTIC DIFFERENTIAL EQUATIONS

  • Yu Yanyan, Dai Xinjie, Xiao Aiguo
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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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