Implementation of Strong Numerical Methods of Orders 0.5, 1.0, 1.5, 2.0, 2.5, and 3.0 for Ito SDEs with Non-Commutative Noise Based on the Unified Taylor-Ito and Taylor-Stratonovich Expansions and Multiple Fourier-Legendre Series
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2020
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| Subjects: | |
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