Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations

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Publication:654123

DOI10.1016/j.cam.2011.06.012zbMath1252.65019OpenAlexW2027614030MaRDI QIDQ654123

Juan-Miguel Gracia

Publication date: 21 December 2011

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.06.012




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