Numerical Picard Iteration Methods for Simulation of Non-Lipschitz Stochastic Differential Equations
Sign Up to like & getrecommendations! Published in 2020 at "Symmetry"
DOI: 10.3390/sym12030383
Abstract: In this paper, we present splitting approaches for stochastic/deterministic coupled differential equations, which play an important role in many applications for modelling stochastic phenomena, e.g., finance, dynamics in physical applications, population dynamics, biology and mechanics.… read more here.
Keywords: numerical picard; stochastic differential; lipschitz stochastic; picard iteration ... See more keywords