A class of orthogonal integrators for stochastic differential equations

  1. Carbonell, F.
  2. Jimenez, J.C.
  3. Biscay, R.J.
Revue:
Journal of Computational and Applied Mathematics

ISSN: 0377-0427

Année de publication: 2005

Volumen: 182

Número: 2

Pages: 350-361

Type: Article

DOI: 10.1016/J.CAM.2004.12.016 GOOGLE SCHOLAR lock_openAccès ouvert editor