Higher strong order methods for linear Itô SDEs on matrix Lie groups
Work
Year: 2022
Type: article
Abstract: In this paper we present a general procedure for designing higher strong order methods for linear Itô stochastic differential equations on matrix Lie groups and illustrate this strategy with two nove... more
Source: BIT Numerical Mathematics
Institution University of Wuppertal
Cites: 29
Cited by: 3
Related to: 10
FWCI: 0.703
Citation percentile (by year/subfield): 65.41
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
APC paid (est): $2,990