✦ LIBER ✦

Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations

✍ Scribed by Burrage, Kevin; Lythe, Grant

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical methods for stochastic differe

✍ Kloeden, Peter ;Platen, Eckhard 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 60 KB

Order conditions for numerical methods f

✍ E. Hairer 📂 Article 📅 1981 🏛 Springer-Verlag 🌐 English ⚖ 550 KB

Numerical methods for nonlinear stochast

✍ Desmond J. Higham; Peter.E. Kloeden 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 216 KB

Numerical Methods for Second‐Order Stoch

✍ Burrage, Kevin; Lenane, Ian; Lythe, Grant 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 291 KB

A New Kind of Accurate Numerical Method

✍ Zhao, Weidong; Chen, Lifeng; Peng, Shige 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 401 KB

Numerical methods for stochastic partial

✍ A. Abdulle; G.A. Pavliotis 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 758 KB