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"High order splitting methods for SDEs satisfying a commutativity condition."

James M. Foster, Gonçalo Dos Reis, Calum Strange (2022)

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DOI: 10.48550/ARXIV.2210.17543

access: open

type: Informal or Other Publication

metadata version: 2024-03-21

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  - electronic edition via DOI (open access)
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  dblp key:
  - journals/corr/abs-2210-17543
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2210-17543
James M. Foster, Gonçalo Dos Reis, Calum Strange:
High order splitting methods for SDEs satisfying a commutativity condition. CoRR abs/2210.17543 (2022)

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