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"The projected explicit Itô-Taylor methods for stochastic ..."

Minggang Han, Qiang Ma, Xiaohua Ding (2019)

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DOI: 10.1016/J.CAM.2018.08.057

access: closed

type: Journal Article

metadata version: 2020-02-20

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Minggang Han, Qiang Ma, Xiaohua Ding:
The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions. J. Comput. Appl. Math. 348: 161-180 (2019)

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