High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
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Publication:2909289
DOI10.1137/110846609zbMath1246.65008OpenAlexW2164042891MaRDI QIDQ2909289
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Publication date: 30 August 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:41947
Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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