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Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs.

Jinran YaoSiqing Gan
Published in: Appl. Math. Comput. (2018)
Keyphrases
  • stability analysis
  • real world
  • case study
  • database
  • data mining
  • information retrieval
  • artificial intelligence
  • computational complexity
  • support vector machine
  • nonlinear diffusion