"A Stable Numerical Scheme for Stochastic Differential Equations with ..."

Carlos M. Mora et al. (2017)

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DOI: 10.1137/140984488

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type: Journal Article

metadata version: 2022-12-07

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Carlos M. Mora, Hermán A. Mardones, Juan C. Jiménez, Mónica Selva Soto, Rolando J. Biscay:
A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise. SIAM J. Numer. Anal. 55(4): 1614-1649 (2017)

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