Two-step Milstein schemes for stochastic differential equations

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

ISSN: 1572-9265,  1017-1398

Année de publication: 2015

Volumen: 69

Número: 3

Pages: 643-665

Type: Article

DOI: 10.1007/S11075-014-9918-9 GOOGLE SCHOLAR
La source de données: Scopus