A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations.
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| Title: | A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations. |
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| Authors: | Yang, Guoguo1,2, Burrage, Kevin3,4, Komori, Yoshio5, Ding, Xiaohua1, mathdxh@hit.edu.cn |
| Source: | BIT: Numerical Mathematics; Dec2022, Vol. 62 Issue 4, p1591-1623, 33p |
| Database: | Applied Science & Technology Source |
| ISSN: | 00063835 |
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| DOI: | 10.1007/s10543-022-00924-0 |
