"Weak second order S-ROCK methods for Stratonovich stochastic differential ..."

Yoshio Komori, Kevin Burrage (2012)

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DOI: 10.1016/J.CAM.2012.01.033

access: open

type: Journal Article

metadata version: 2021-02-16

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Yoshio Komori, Kevin Burrage:
Weak second order S-ROCK methods for Stratonovich stochastic differential equations. J. Comput. Appl. Math. 236(11): 2895-2908 (2012)

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