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

Författare

Assyr Abdulle

EPFL

David Cohen

Karlsruher Institut für Technologie (KIT)

Gilles Vilmart

EPFL

Konstantinos Zygalakis

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

Skapat

2020-05-03