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"S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations."

Assyr Abdulle, Stephane Cirilli (2008)

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DOI: 10.1137/070679375

access: closed

type: Journal Article

metadata version: 2020-07-30

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  dblp key:
  - journals/siamsc/AbdulleC08
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  - https://dblp.org/rec/journals/siamsc/AbdulleC08
Assyr Abdulle, Stephane Cirilli:
S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations. SIAM J. Sci. Comput. 30(2): 997-1014 (2008)

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