"GPU acceleration of the Seven-League Scheme for large time step ..."

Shuaiqiang Liu et al. (2023)

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DOI: 10.48550/ARXIV.2302.05170

access: open

type: Informal or Other Publication

metadata version: 2023-02-13

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  - journals/corr/abs-2302-05170
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  - https://dblp.org/rec/journals/corr/abs-2302-05170
Shuaiqiang Liu, Graziana Colonna, Lech A. Grzelak, Cornelis W. Oosterlee:
GPU acceleration of the Seven-League Scheme for large time step simulations of stochastic differential equations. CoRR abs/2302.05170 (2023)

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