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Diagonally drift-implicit Runge–Kutta methods of weak order one and two for Itô SDEs and stability analysis

✍ Scribed by Kristian Debrabant; Andreas Rößler

No coin nor oath required. For personal study only.

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✍ M.R. Crisci; E. Russo; A. Vecchio 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 727 KB