Publisher
Springer Science and Business Media LLC
Reference50 articles.
1. Milstein, G.N., Tretyakov, M.V.: Stochastic Numerics for Mathematical Physics. Springer, Berlin (2004)
2. Chauvière, C., Djellout, H.: An efficient spectral method for the numerical solution to some classes of stochastic differential equations. Math. Methods Appl. Sci. 44(7), 5888–5907 (2021)
3. Nouri, K., Ranjbar, H., Cortés, J.C.: Modifying the split-step $$\theta $$-method with harmonic-mean term for stochastic differential equations. Int. J. Numer. Anal. Model. 17(5), 662–678 (2020)
4. Kloeden, P.E., Platen, E.: Numerical Solution of Stochastic Differential Equations. Applications of Mathematics (New York), vol. 23. Springer, Berlin (1992)
5. Nouri, K., Ranjbar, H., Torkzadeh, L.: Solving the stochastic differential systems with modified split-step Euler-Maruyama method. Commun. Nonlinear Sci. Numer. Simul. 84, 105153–15 (2020)