IMPLICIT PARTIALLY TRUNCATED EULER-MARUYAMA METHOD FOR HIGHLY NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS

Fan Zhencheng

Mathematica Numerica Sinica ›› 2024, Vol. 46 ›› Issue (4) : 409-423.

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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 ›› 2024, Vol. 46 ›› Issue (4) : 409-423. DOI: 10.12286/jssx.j2023-1159 CSTR: 32030.14.jssx.j2023-1159

IMPLICIT PARTIALLY TRUNCATED EULER-MARUYAMA METHOD FOR HIGHLY NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS

  • Fan Zhencheng
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{{article.zuoZheEn_L}}. {{article.title_en}}. Mathematica Numerica Sinica, 2024, 46(4): 409-423 https://doi.org/10.12286/jssx.j2023-1159

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