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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.
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
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  Data: <searchLink fieldCode="JN" term="%22Numerical+Algorithms%22">Numerical Algorithms</searchLink>. Dec2021, Vol. 88 Issue 4, p1641-1665. 25p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=153605468
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        Value: 10.1007/s11075-021-01089-7
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      – Code: eng
        Text: English
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              M: 12
              Text: Dec2021
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              Y: 2021
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