Thermal Science - scientific journal [ keyword: Milstein method ]

THERMAL SCIENCE

International Scientific Journal

[ keyword: Milstein method ]

Papers published in THERMAL SCIENCE also containing keyword Milstein method

Milstein-type semi-implicit split-step numerical methods for nonlinear stochastic differential equations with locally Lipschitz drift terms

THERMAL SCIENCE, volume 23, Supplement 1, YEAR 2019

all keywords related to this paper

Semi implicit split-step method, nonlinear SDE, Milstein method

A new notion of transitive relative return rate and its applications using stochastic differential equations

THERMAL SCIENCE, volume 23, Supplement 1, YEAR 2019

all keywords related to this paper

stochastic differential equations, transitive relative return rate, Milstein method, numerical solution of stochastic differential equations

Wong-Zakai method for stochastic differential equations in engineering

THERMAL SCIENCE, volume 25, Special issue 1, YEAR 2021

all keywords related to this paper

Wong-Zakai Approximation, Stochastic Differential Equation, Euler-Maruyama Method, Milstein method, solar irradiance, Brownian motion