Solving the stochastic differential systems with modified split-step Euler-Maruyama method

Kazem Nouri, Hassan Ranjbar, Leila Torkzadeh. Solving the stochastic differential systems with modified split-step Euler-Maruyama method. Commun. Nonlinear Sci. Numer. Simul., 84:105153, 2020. [doi]

Authors

Kazem Nouri

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Hassan Ranjbar

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Leila Torkzadeh

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