Split-step backward balanced Milstein methods for stiff stochastic systems

✍ Scribed by Peng Wang; Zhenxin Liu

• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 981 KB
• Volume: 59
• Category: Article
• ISSN: 0168-9274
• DOI: 10.1016/j.apnum.2008.06.001