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General Modified Split-Step Balanced Methods for Stiff Stochastic Differential Equations |
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| Authors: | , YIN Zheng-wei , GAN Si-qing , LI Rong-de |
| Affiliation: | 1. School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang, 471003, China;State Key Laboratory of High Performance Complex Manufacturing, School of Mathematics and Statistics, Central South University,Changsha 410083, China 2. State Key Laboratory of High Performance Complex Manufacturing, School of Mathematics and Statistics, Central South University,Changsha 410083, China 3. CITIC Heavy Industries Co., LTD., Luoyang 471003, China |
| Abstract: | split-step balanced methods stiff stochastic differential equations strong convergence mean-square stability |
| Keywords: | split-step balanced methods stiff stochastic differential equations strong convergence mean-square stability |
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