A stable numerical scheme for stochastic differential equations with multiplicative noise

  1. Mora, C.M.
  2. Mardones, H.A.
  3. Jimenez, J.C.
  4. Selva, M.
  5. Biscay, R.
Journal:
SIAM Journal on Numerical Analysis

ISSN: 0036-1429

Year of publication: 2017

Volume: 55

Issue: 4

Pages: 1614-1649

Type: Article

DOI: 10.1137/140984488 GOOGLE SCHOLAR
Data source: Scopus