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"Stochastic C-Stability and B-Consistency of Explicit and Implicit ..."
Wolf-Jürgen Beyn, Elena Isaak, Raphael Kruse (2017)
- Wolf-Jürgen Beyn, Elena Isaak, Raphael Kruse:
Stochastic C-Stability and B-Consistency of Explicit and Implicit Milstein-Type Schemes. J. Sci. Comput. 70(3): 1042-1077 (2017)
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