The composite Milstein methods for the numerical solution of Ito stochastic differential equations
M.A. Omar, A. Aboul-Hassan, S.I. RabiaVolume:
235
Year:
2011
Language:
english
Pages:
23
DOI:
10.1016/j.cam.2010.10.026
File:
PDF, 1.37 MB
english, 2011