Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments

  1. Mora, C.M.
  2. Jimenez, J.C.
  3. Selva, M.
Journal:
Applied Numerical Mathematics

ISSN: 0168-9274

Year of publication: 2023

Volume: 187

Pages: 235-261

Type: Article

DOI: 10.1016/J.APNUM.2023.02.008 GOOGLE SCHOLAR
Data source: Scopus