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General Modified Split-Step Balanced Methods for Stiff Stochastic Differential Equations

YIN Zheng-wei GAN Si-qing LI Rong-de

东华大学学报（英文版）2013，Vol.30Issue(3)：189-196,8.

General Modified Split-Step Balanced Methods for Stiff Stochastic Differential Equations

YIN Zheng-wei ¹GAN Si-qing ²LI Rong-de²

作者信息

1. School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang, 471003, China
2. State Key Laboratory of High Performance Complex Manufacturing, School of Mathematics and Statistics, Central South University,Changsha 410083, China
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摘要

关键词

split-step balanced methods/stiff stochastic differential equations/strong convergence/mean-square stability

Key words

split-step balanced methods/stiff stochastic differential equations/strong convergence/mean-square stability

分类

数理科学

引用本文复制引用

YIN Zheng-wei,GAN Si-qing,LI Rong-de..General Modified Split-Step Balanced Methods for Stiff Stochastic Differential Equations[J].东华大学学报（英文版）,2013,30(3):189-196,8.

基金项目

National Natural Science Foundation of China (No.11171352) （No.11171352）

东华大学学报（英文版）

ISSN：1672-5220

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