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"High Weak Order Methods for Stochastic Differential Equations Based on ..."

Assyr Abdulle et al. (2012)

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DOI: 10.1137/110846609

access: closed

type: Journal Article

metadata version: 2022-10-02

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Assyr Abdulle, David Cohen, Gilles Vilmart, Konstantinos C. Zygalakis:
High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations. SIAM J. Sci. Comput. 34(3) (2012)

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