Strong 1.5 order scheme for second-order stochastic differential equations without Levy area

Document Details

Document Type
Pub Defense Publication
Publication Date
Feb 01, 2023
Source ID
10.1016/j.apnum.2022.10.007

Entities

People

  • Wanrong Cao
  • Yufen Liu
  • Zhongqiang Zhang

Organizations

  • Air Force Office of Scientific Research
  • National Natural Science Foundation of China