A weak Local Linearization scheme for stochastic differential equations with multiplicative noise

  1. Jimenez, J.C.
  2. Mora, C.
  3. Selva, M.
Journal:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Year of publication: 2017

Volume: 313

Pages: 202-217

Type: Article

DOI: 10.1016/J.CAM.2016.09.013 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus