High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
- de la Cruz Cancino, H.
- Biscay, R.J.
- Jimenez, J.C.
- Carbonell, F.
- Ozaki, T.
ISSN: 0006-3835
Year of publication: 2010
Volume: 50
Issue: 3
Pages: 509-539
Type: Article