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"The composite Milstein methods for the numerical solution of Ito ..."

M. A. Omar, Abdel-Karim Aboul-Hassan, Sherif I. Rabia (2011)

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DOI: 10.1016/J.CAM.2010.10.026

access: open

type: Journal Article

metadata version: 2021-02-16

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M. A. Omar, Abdel-Karim Aboul-Hassan, Sherif I. Rabia:
The composite Milstein methods for the numerical solution of Ito stochastic differential equations. J. Comput. Appl. Math. 235(8): 2277-2299 (2011)

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