"Split-step Adams-Moulton Milstein methods for systems of stiff stochastic ..."

David A. Voss, Abdul-Qayyum M. Khaliq (2015)

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DOI: 10.1080/00207160.2014.915963

access: closed

type: Journal Article

metadata version: 2017-05-28

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David A. Voss, Abdul-Qayyum M. Khaliq:
Split-step Adams-Moulton Milstein methods for systems of stiff stochastic differential equations. Int. J. Comput. Math. 92(5): 995-1011 (2015)

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