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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

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Published date: June 2012
Organisations: Applied Mathematics

Identifiers

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

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Date deposited: 08 Aug 2012 10:51
Last modified: 18 Jul 2017 05:31

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