Milstein-type semi-implicit split-step numerical methods for nonlinear stochastic differential equations with locally Lipschitz drift terms

Journal article

Open access

Peer reviewed

Burhaneddin Izgi and Coskun Cetin

Thermal science, Vol.23(Suppl. 1), pp.1-12

2019

Handle:

https://hdl.handle.net/20.500.12741/rep:7679

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https://doi.org/10.2298/TSCI180912325IView

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Title: Milstein-type semi-implicit split-step numerical methods for nonlinear stochastic differential equations with locally Lipschitz drift terms
Creators: Burhaneddin Izgi
Coskun Cetin
Academic Unit: Mathematics/Statistics Department
Publication Details: 2019
Identifiers: 99257880274401671; https://hdl.handle.net/20.500.12741/rep:7679; https://doi.org/10.2298/TSCI180912325I
Language: English