Explicit One-Step Numerical Method with the Strong Convergence Order of 2.5 for Ito Stochastic Differential Equations with a Multi-Dimensional Nonadditive Noise Based on the Taylor–Stratonovich Expansion
Crossref DOI link: https://doi.org/10.1134/S0965542520030100
Published Online: 2020-05-12
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kuznetsov, D. F.
Text and Data Mining valid from 2020-03-01
Version of Record valid from 2020-03-01
Article History
Received: 29 August 2018
Revised: 29 August 2018
Accepted: 18 November 2019
First Online: 12 May 2020