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

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

ISSN: 0377-0427

Argitalpen urtea: 2011

Alea: 236

Zenbakia: 6

Orrialdeak: 1009-1023

Mota: Artikulua

DOI: 10.1016/J.CAM.2011.06.012 GOOGLE SCHOLAR lock_openSarbide irekia editor