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"A class of new Magnus-type methods for semi-linear non-commutative ..."

Guoguo Yang et al. (2021)

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DOI: 10.1007/S11075-021-01089-7

access: closed

type: Journal Article

metadata version: 2023-08-28

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Guoguo Yang, Kevin Burrage, Yoshio Komori, Pamela M. Burrage, Xiaohua Ding:
A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations. Numer. Algorithms 88(4): 1641-1665 (2021)

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