Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations
Journal article, 2017

Author

David Cohen

University of Innsbruck

Umeå University

Yoshio Komori

Kyushu Institute of Technology

Kevin Burrage

Queensland University of Technology (QUT)

SIAM Journal of Scientific Computing

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

Vol. 39 6 A2857-A2878

Subject Categories

Mathematics

DOI

10.1137/15M1041341

More information

Created

5/3/2020 7