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"Spectral Methods for Multiscale Stochastic Differential Equations."

Assyr Abdulle, Grigorios A. Pavliotis, Urbain Vaes (2017)

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DOI: 10.1137/16M1094117

access: closed

type: Journal Article

metadata version: 2021-10-14

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Assyr Abdulle, Grigorios A. Pavliotis, Urbain Vaes:
Spectral Methods for Multiscale Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification 5(1): 720-761 (2017)

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