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A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise

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  • Release time:2018-07-08

  • Journal:BIT Numerical Mathematics

  • Co-author:Desheng Wang, Siqing Gan, Xiaojie Wang

  • Indexed by:Unit Twenty Basic Research

  • Discipline:数学

  • Document Type:J

  • Volume:52

  • Issue:3

  • Page Number:741-772

  • Translation or Not:no

  • Date of Publication:2012-09-01

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