Ángel Andrés
Tocino García
University Ferhat Abbas of Setif
Sétif, ArgeliaPublications in collaboration with researchers from University Ferhat Abbas of Setif (2)
2013
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Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations
Applied Numerical Mathematics, Vol. 68, pp. 19-30
2011
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Higher-order semi-implicit Taylor schemes for It stochastic differential equations
Journal of Computational and Applied Mathematics, Vol. 236, Núm. 6, pp. 1009-1023