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

M. A. Omar, Abdel-Karim Aboul-Hassan, Sherif I. Rabia (2009)

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DOI: 10.1016/J.AMC.2009.05.054

access: closed

type: Journal Article

metadata version: 2020-02-21

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M. A. Omar, Abdel-Karim Aboul-Hassan, Sherif I. Rabia:
The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations. Appl. Math. Comput. 215(2): 727-745 (2009)

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