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"Convergence and stability of the split-step theta-method for stochastic ..."

Xiaohua Ding, Qiang Ma, Lei Zhang (2010)

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DOI: 10.1016/J.CAMWA.2010.06.011

access: open

type: Journal Article

metadata version: 2021-02-11

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Xiaohua Ding, Qiang Ma, Lei Zhang:
Convergence and stability of the split-step theta-method for stochastic differential equations. Comput. Math. Appl. 60(5): 1310-1321 (2010)

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