S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations (Q3617200)

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S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations
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    S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations (English)
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    27 March 2009
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    stiff problems
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    stochastic differential equations
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    mean-square stability
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    Chebyshev methods
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    Runge-Kutta methods
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    explicit methods
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