Two-step Milstein schemes for stochastic differential equations

  1. Tocino, A.
  2. Senosiain, M.J.
Journal:
Numerical Algorithms

ISSN: 1572-9265,  1017-1398

Year of publication: 2015

Volume: 69

Issue: 3

Pages: 643-665

Type: Article

DOI: 10.1007/S11075-014-9918-9 GOOGLE SCHOLAR
Data source: Scopus