Publications in collaboration with researchers from Universidad de Concepción (2)

2023

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

    Applied Numerical Mathematics, Vol. 187, pp. 235-261

2017

  1. A weak Local Linearization scheme for stochastic differential equations with multiplicative noise

    Journal of Computational and Applied Mathematics, Vol. 313, pp. 202-217