High‐order split‐step theta methods for non‐autonomous stochastic differential equations with non‐globally Lipschitz continuous coefficients
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Mathematical Methods in the Applied Sciences
سال: 2016
ISSN: 0170-4214,1099-1476
DOI: 10.1002/mma.3647