Postprocessed Integrators for the High Order Integration of...

Postprocessed Integrators for the High Order Integration of Ergodic SDEs

Vilmart, Gilles
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Volume:
37
Language:
english
Journal:
SIAM Journal on Scientific Computing
DOI:
10.1137/140974328
Date:
January, 2015
File:
PDF, 909 KB
english, 2015
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