Wiener过程驱动的随机微分方程半隐式格式的均方收敛性分析

IF 1.9 4区 数学 Q1 MATHEMATICS Mathematical Sciences Pub Date : 2021-09-30 DOI:10.1007/s40096-021-00440-2
L. Torkzadeh
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Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
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来源期刊
CiteScore
4.20
自引率
5.00%
发文量
44
期刊介绍: Mathematical Sciences is an international journal publishing high quality peer-reviewed original research articles that demonstrate the interaction between various disciplines of theoretical and applied mathematics. Subject areas include numerical analysis, numerical statistics, optimization, operational research, signal analysis, wavelets, image processing, fuzzy sets, spline, stochastic analysis, integral equation, differential equation, partial differential equation and combinations of the above.
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