Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations
Journal article, 2012

Author

David Cohen

University of Basel

Magdalena Sigg

University of Basel

Numerische Mathematik

0029-599X (ISSN) 0945-3245 (eISSN)

Vol. 121 1 1-29

Subject Categories

Mathematics

DOI

10.1007/s00211-011-0426-8

More information

Created

5/3/2020 6