"Interlaced Euler scheme for stiff systems of stochastic differential ..."

Ioana Cipcigan, Muruhan Rathinam (2009)

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DOI: 10.1145/1529282.1529498

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Ioana Cipcigan, Muruhan Rathinam:
Interlaced Euler scheme for stiff systems of stochastic differential equations. SAC 2009: 989-994

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