A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
发布时间:2018-07-08
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发表刊物:BIT Numerical Mathematics
合写作者:Xiaojie Wang, Siqing Gan, Desheng Wang
论文类型:基础研究
文献类型:J
卷号:52
期号:3
页面范围:741-772
是否译文:否
发表时间:2012-09-01