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- W2996684397 abstract "A new category of the split-step Euler-Maruyama types schemes are constructed to study the stochastic differential systems. Under given conditions, we analyze the mean-square convergence in the strong sense. Also, for two class of Itô test systems, we investigate the asymptotic mean-square stability. Finally, several linear and nonlinear applied test problems are considered to confirm the theoretical results." @default.
- W2996684397 created "2019-12-26" @default.
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- W2996684397 date "2020-05-01" @default.
- W2996684397 modified "2023-09-24" @default.
- W2996684397 title "Solving the stochastic differential systems with modified split-step Euler-Maruyama method" @default.
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- W2996684397 doi "https://doi.org/10.1016/j.cnsns.2019.105153" @default.
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