A family of fully implicit Milstein methods for stiff...

BIT Numerical Mathematics 2012 / 09 Vol. 52; Iss. 3

A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise

Xiaojie Wang, Siqing Gan, Desheng Wang
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Volume:
52
Language:
english
DOI:
10.1007/s10543-012-0370-8
Date:
September, 2012
File:
PDF, 1.05 MB
english, 2012
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