High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
Journal article, 2012

Author

Assyr Abdulle

Swiss Federal Institute of Technology in Lausanne (EPFL)

David Cohen

Karlsruhe Institute of Technology (KIT)

Gilles Vilmart

Swiss Federal Institute of Technology in Lausanne (EPFL)

Konstantinos Zygalakis

Swiss Federal Institute of Technology in Lausanne (EPFL)

SIAM Journal of Scientific Computing

1064-8275 (ISSN) 1095-7197 (eISSN)

Vol. 34 3 A1800-A1823

Subject Categories

Mathematics

DOI

10.1137/110846609

More information

Latest update

9/29/2020