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"A class of split-step balanced methods for stiff stochastic differential ..."

Amir Haghighi, Seyed Mohammad Hosseini (2012)

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DOI: 10.1007/S11075-012-9534-5

access: closed

type: Journal Article

metadata version: 2020-04-25

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Amir Haghighi, Seyed Mohammad Hosseini:
A class of split-step balanced methods for stiff stochastic differential equations. Numer. Algorithms 61(1): 141-162 (2012)

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