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"High Order Splitting Methods for SDEs Satisfying a Commutativity Condition."

James M. Foster, Gonçalo Dos Reis, Calum Strange (2024)

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DOI: 10.1137/23M155147X

access: closed

type: Journal Article

metadata version: 2024-04-01

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James M. Foster, Gonçalo Dos Reis, Calum Strange:
High Order Splitting Methods for SDEs Satisfying a Commutativity Condition. SIAM J. Numer. Anal. 62(1): 500-532 (2024)

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