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"Efficient Strong Integrators for Linear Stochastic Systems."

Gabriel J. Lord, Simon J. A. Malham, Anke Wiese (2008)

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DOI: 10.1137/060656486

access: closed

type: Journal Article

metadata version: 2022-06-23

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Gabriel J. Lord, Simon J. A. Malham, Anke Wiese:
Efficient Strong Integrators for Linear Stochastic Systems. SIAM J. Numer. Anal. 46(6): 2892-2919 (2008)

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