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"High strong order stochastic Runge-Kutta methods for Stratonovich ..."

Aiguo Xiao, Xiao Tang (2016)

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DOI: 10.1007/S11075-015-0044-0

access: closed

type: Journal Article

metadata version: 2020-04-25

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Aiguo Xiao, Xiao Tang:
High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise. Numer. Algorithms 72(2): 259-296 (2016)

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