"Linear mean-square stability properties of semi-implicit weak order 2.0 ..."

A. S. Fatemion Aghda, Seyed Mohammad Hosseini (2016)

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DOI: 10.1016/J.CAM.2016.01.043

access: open

type: Journal Article

metadata version: 2021-02-16

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A. S. Fatemion Aghda, Seyed Mohammad Hosseini:
Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations. J. Comput. Appl. Math. 302: 94-105 (2016)

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