The University of Southampton
University of Southampton Institutional Repository

High weak order methods for stochastic differential equations based on modified equations

High weak order methods for stochastic differential equations based on modified equations
High weak order methods for stochastic differential equations based on modified equations
1064-8275
A1800-A1823
Abdulle, Assyr
ec277957-177a-4def-845a-d627d299238b
Cohen, David
ada227d5-129b-4db3-8a0d-0f72aa6b473b
Vilmart, Gilles
60f6f7c2-9a15-41cd-9397-98bdd8800301
Zygalakis, Konstantinos C.
a330d719-2ccb-49bd-8cd8-d06b1e6daca6
Abdulle, Assyr
ec277957-177a-4def-845a-d627d299238b
Cohen, David
ada227d5-129b-4db3-8a0d-0f72aa6b473b
Vilmart, Gilles
60f6f7c2-9a15-41cd-9397-98bdd8800301
Zygalakis, Konstantinos C.
a330d719-2ccb-49bd-8cd8-d06b1e6daca6

Abdulle, Assyr, Cohen, David, Vilmart, Gilles and Zygalakis, Konstantinos C. (2012) High weak order methods for stochastic differential equations based on modified equations. SIAM Journal on Scientific Computing, 34 (3), A1800-A1823. (doi:10.1137/110846609).

Record type: Article

This record has no associated files available for download.

More information

Published date: June 2012
Organisations: Applied Mathematics

Identifiers

Local EPrints ID: 341921
URI: http://eprints.soton.ac.uk/id/eprint/341921
ISSN: 1064-8275
PURE UUID: 0606fd5b-d91a-4867-8eae-35f943bdc000

Catalogue record

Date deposited: 08 Aug 2012 10:51
Last modified: 14 Mar 2024 11:45

Export record

Altmetrics

Contributors

Author: Assyr Abdulle
Author: David Cohen
Author: Gilles Vilmart
Author: Konstantinos C. Zygalakis

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×