A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations.

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Bibliographic Details
Title:	A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations.
Authors:	Yang, Guoguo^1,2, 17b912010@stu.hit.edu.cn, Burrage, Kevin^2,3, Komori, Yoshio⁴, Burrage, Pamela², Ding, Xiaohua¹
Source:	Numerical Algorithms; Dec2021, Vol. 88 Issue 4, p1641-1665, 25p
Database:	Applied Science & Technology Source

Description
ISSN:	10171398
DOI:	10.1007/s11075-021-01089-7