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
Salvato in:
| Autori principali: | Kuznetsov, Mikhail D., Kuznetsov, Dmitriy F. |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2020
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| Accesso online: | |
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