A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations.
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| Title: | A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations. |
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| Authors: | Yang, Guoguo1,2 (AUTHOR) 17b912010@stu.hit.edu.cn, Burrage, Kevin2,3 (AUTHOR), Komori, Yoshio4 (AUTHOR), Burrage, Pamela2 (AUTHOR), Ding, Xiaohua1 (AUTHOR) |
| Source: | Numerical Algorithms. Dec2021, Vol. 88 Issue 4, p1641-1665. 25p. |
| Database: | Mathematics Source |
| ISSN: | 10171398 |
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| DOI: | 10.1007/s11075-021-01089-7 |
