"Accurate Stationary Densities with Partitioned Numerical Methods for ..."

Kevin Burrage, Grant Lythe (2009)

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DOI: 10.1137/060677148

access: closed

type: Journal Article

metadata version: 2020-05-11

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Kevin Burrage, Grant Lythe:
Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations. SIAM J. Numer. Anal. 47(3): 1601-1618 (2009)

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