The truncated Milstein method for stochastic differential equations with commutative noise
Guo, Qian; Liu, Wei; Mao, Xuerong; Yue, Rongxian
- 期刊名称Journal of Computational and Applied Mathematics
- 作者Guo, Qian; Liu, Wei; Mao, Xuerong; Yue, Rongxian
- 卷第338卷
- 印刷ISSN0377-0427
- 文件大小378.06KB
- 发表时间2018-08
- DOI10.1016/j.cam.2018.01.014
- 页码298-310