A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)191-220
Number of pages30
JournalApplied Numerical Mathematics
Volume179
DOIs
Publication statusPublished - Sept 2022

Fields of science

  • 101 Mathematics
  • 101014 Numerical mathematics
  • 101018 Statistics
  • 101019 Stochastics
  • 101024 Probability theory

JKU Focus areas

  • Digital Transformation

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