STRONG CONVERGENCE OF THE SPLIT-STEP ONE-LEG θ METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
Zhang Wei, Wang Wenqiang
Journal on Numerica Methods and Computer Applications ›› 2018, Vol. 39 ›› Issue (2) : 135-149.
STRONG CONVERGENCE OF THE SPLIT-STEP ONE-LEG θ METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS
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