Optimal θ-Methods for Mean-Square Dissipative Stochastic Differential Equations

Raffaele D'Ambrosio, Stefano Di Giovacchino. Optimal θ-Methods for Mean-Square Dissipative Stochastic Differential Equations. In Osvaldo Gervasi, Beniamino Murgante, Sanjay Misra, Chiara Garau, Ivan Blecic, David Taniar, Bernady O. Apduhan, Ana Maria A. C. Rocha, Eufemia Tarantino, Carmelo Maria Torre, editors, Computational Science and Its Applications - ICCSA 2021 - 21st International Conference, Cagliari, Italy, September 13-16, 2021, Proceedings, Part I. Volume 12949 of Lecture Notes in Computer Science, pages 121-134, Springer, 2021. [doi]

Abstract

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