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"Two-step strong order 1.5 schemes for stochastic differential equations."

M. J. Senosiain, Angel Tocino (2017)

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DOI: 10.1007/S11075-016-0227-3

access: closed

type: Journal Article

metadata version: 2023-03-21

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M. J. Senosiain, Angel Tocino:
Two-step strong order 1.5 schemes for stochastic differential equations. Numer. Algorithms 75(4): 973-1003 (2017)

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