Efficient weak second-order stochastic Runge–Kutta methods for Itô stochastic differential equations
Crossref DOI link: https://doi.org/10.1007/s10543-016-0618-9
Published Online: 2016-04-26
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tang, Xiao
Xiao, Aiguo
Funding for this research was provided by:
the National Natural Science Foundation of China (11271311)
the Research Foundation of Education Commission of Hunan Province of China (14A146)
Text and Data Mining valid from 2016-04-26