High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise

  1. de la Cruz Cancino, H.
  2. Biscay, R.J.
  3. Jimenez, J.C.
  4. Carbonell, F.
  5. Ozaki, T.
Aldizkaria:
BIT Numerical Mathematics

ISSN: 0006-3835

Argitalpen urtea: 2010

Alea: 50

Zenbakia: 3

Orrialdeak: 509-539

Mota: Artikulua

DOI: 10.1007/S10543-010-0272-6 GOOGLE SCHOLAR
Datuen iturria: Scopus