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

Saved in:

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

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