Higher-order semi-implicit Taylor schemes for It stochastic differential equations

  1. Zeghdane, R.
  2. Abbaoui, L.
  3. Tocino, A.
Journal:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Year of publication: 2011

Volume: 236

Issue: 6

Pages: 1009-1023

Type: Article

DOI: 10.1016/J.CAM.2011.06.012 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus