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"Weak Second Order Explicit Stabilized Methods for Stiff Stochastic ..."

Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis (2013)

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DOI: 10.1137/12088954X

access: closed

type: Journal Article

metadata version: 2022-10-02

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Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis:
Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations. SIAM J. Sci. Comput. 35(4) (2013)

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