"An efficient weak Euler-Maruyama type approximation scheme of very high ..."

Jirô Akahori et al. (2021)

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DOI: 10.1016/J.MATCOM.2021.03.010

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type: Journal Article

metadata version: 2021-09-16

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Jirô Akahori, Masahiro Kinuya, Takashi Sawai, Tomooki Yuasa:
An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables. Math. Comput. Simul. 187: 540-565 (2021)

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