Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise
Vilmart, GillesVolume:
36
Language:
english
Journal:
SIAM Journal on Scientific Computing
DOI:
10.1137/130935331
Date:
January, 2014
File:
PDF, 1.06 MB
english, 2014