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"Split-step balanced θ-method for SDEs with non-globally Lipschitz ..."

Yufen Liu, Wanrong Cao, Yuelin Li (2022)

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DOI: 10.1016/J.AMC.2021.126437

access: closed

type: Journal Article

metadata version: 2021-10-21

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Yufen Liu, Wanrong Cao, Yuelin Li:
Split-step balanced θ-method for SDEs with non-globally Lipschitz continuous coefficients. Appl. Math. Comput. 413: 126437 (2022)

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