A family of Chaplygin-type solvers for Itô stochastic differential equations

Author:

Soheili Ali R.,Amini MohammadORCID,Soleymani FazlollahORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference26 articles.

1. Modeling with Itô stochastic differential equations, mathematical modelling: theory and applications, 22;Allen,2007

2. A note on newton’s method for stochastic differential equations and its error estimates;Amano;Proc. Jpn. Acad. Ser. A Math. Sci.,2009

3. Newton’s method for stochastic differential equations and its probabilistic second-order error estimate;Amano;Electron. J. Diff. Equ.,2012

4. Newtonmilstein scheme for stochastic differential equations and its fast uniform convergence;Amano;Stoch. Anal. Appl.,2016

5. Widening basins of attraction of optimal iterative methods;Bakhtiari;Nonlin. Dyn.,2017

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