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5. A class of projected explicit stochastic Runge-Kutta method for stochastic differential equations un

A class of projected explicit stochastic Runge-Kutta method for stochastic differential equations un

来源 :第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议 | 被引量 : 0次 | 上传用户：21stsun

【摘 要】

：

　　Although a lot of numerical methods to stochastic differential equations with the coefficients of locally Lipschitz and polynomial growth have been discusse

【作 者】

：

Ma Qiang Song Yuanwei 

【机 构】

：

哈尔滨工业大学(威海),山东省威海市264209

【出 处】

：

第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议

【发表日期】

：

2019年8期

【关键词】

：

Stochastic differential equations locally Lipschitz conditions Runge-Kutta metho 

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论文部分内容阅读

　　Although a lot of numerical methods to stochastic differential equations with the coefficients of locally Lipschitz and polynomial growth have been discussed commonly by some authors, there are few works on the Runge-Kutta type numerical methods.

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