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"A comparative linear mean-square stability analysis of Maruyama- and ..."

Evelyn Buckwar, Thorsten Sickenberger (2011)

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DOI: 10.1016/J.MATCOM.2010.09.015

access: closed

type: Journal Article

metadata version: 2020-03-04

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Evelyn Buckwar, Thorsten Sickenberger:
A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods. Math. Comput. Simul. 81(6): 1110-1127 (2011)

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