High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
Artikel i vetenskaplig tidskrift, 2012

Författare

Assyr Abdulle

Ecole Polytechnique Federale de Lausanne (EPFL)

David Cohen

Karlsruher Institut für Technologie (KIT)

Gilles Vilmart

Ecole Polytechnique Federale de Lausanne (EPFL)

Konstantinos Zygalakis

Ecole Polytechnique Federale de Lausanne (EPFL)

SIAM Journal of Scientific Computing

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

Vol. 34 3 A1800-A1823

Ämneskategorier

Matematik

DOI

10.1137/110846609

Mer information

Senast uppdaterat

2020-09-29