High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
- 期刊名称SIAM Journal on Scientific Computing
- 作者Abdulle, Assyr; Cohen, David; Vilmart, Gilles; Zygalakis, Konstantinos C.
- 卷第34卷
- 期第3期
- 印刷ISSN1064-8275
- 电子ISSN1095-7197
- 文件大小598.56KB
- 发表时间2012-01
- DOI10.1137/110846609
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