The composite Milstein methods for the numerical solution...

Applied Mathematics and Computation 2009 Vol. 215; Iss. 2

The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations

M.A. Omar, A. Aboul-Hassan, S.I. Rabia
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Volume:
215
Year:
2009
Language:
english
Pages:
19
DOI:
10.1016/j.amc.2009.05.054
File:
PDF, 786 KB
english, 2009
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