"The linear Steklov method for SDEs with non-globally Lipschitz ..."

Saúl Díaz-Infante, Silvia Jerez Galiano (2017)

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DOI: 10.1016/J.CAM.2016.04.011

access: open

type: Journal Article

metadata version: 2021-02-16

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Saúl Díaz-Infante, Silvia Jerez Galiano:
The linear Steklov method for SDEs with non-globally Lipschitz coefficients: Strong convergence and simulation. J. Comput. Appl. Math. 309: 408-423 (2017)

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