The projected explicit Itô–Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions
Han, Minggang, Ma, Qiang, Ding, XiaohuaVolume:
348
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2018.08.057
Date:
March, 2019
File:
PDF, 472 KB
english, 2019