Generalized two-step Milstein methods for stochastic differential equations-Reference-Cited by-同舟云学术

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Generalized two-step Milstein methods for stochastic differential equations

Published:2019-05-21 Issue:7 Volume:97 Page:1363-1379
ISSN:0020-7160
Container-title:International Journal of Computer Mathematics
language:en
Short-container-title:International Journal of Computer Mathematics

Author:

Ren Quanwei¹,Tian Hongjiong²³

Affiliation:

1. College of Science, Henan University of Technology, Zhengzhou, People's Republic of China

2. Department of Mathematics, Shanghai Normal University, Shanghai, People's Republic of China

3. Scientific Computing Key Laboratory of Shanghai Universities, Shanghai, People's Republic of China

Funder

High-Level Personal Foundation of Henan University of Technology

youth support project for basic research of Henan University of Technology

Foundation of Henan Educational Committee

NSF of China

E-Institutes of Shanghai Municipal Education Commission

National Natural Science Foundation of China

Natural Science Foundation of Shanghai

Publisher

Informa UK Limited

Subject

Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications

Link

https://www.tandfonline.com/doi/pdf/10.1080/00207160.2019.1618846

Reference21 articles.

1. The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations

2. Multistep methods for SDEs and their application to problems with small noise

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Analysis of a Class of Predation-Predation Model Dynamics with Random Perturbations;Mathematics;2022-09-06

2. Deterministic implicit two-step Milstein methods for stochastic differential equations;Statistics & Probability Letters;2021-12

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