"A-stability preserving perturbation of Runge-Kutta methods for stochastic ..."

Vincenzo Citro, Raffaele D'Ambrosio, Stefano Di Giovacchino (2020)

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DOI: 10.1016/J.AML.2019.106098

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type: Journal Article

metadata version: 2023-06-26

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Vincenzo Citro, Raffaele D'Ambrosio, Stefano Di Giovacchino:
A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations. Appl. Math. Lett. 102: 106098 (2020)

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