Two-step strong order 1.5 schemes for stochastic differential equations

  1. Senosiain, M.J.
  2. Tocino, A.
Journal:
Numerical Algorithms

ISSN: 1572-9265,  1017-1398

Year of publication: 2017

Volume: 75

Issue: 4

Pages: 973-1003

Type: Article

DOI: 10.1007/S11075-016-0227-3 GOOGLE SCHOLAR