Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise

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Dokumenter og links

@article{29d42a9b8af8492aac4badbaa26817b4,

title = "Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise",

author = "Kristian Debrabant",

year = "2010",

doi = "10.1007/s10543-010-0276-2",

language = "English",

volume = "50",

pages = "541--558",

journal = "BIT Numerical Mathematics",

issn = "0006-3835",

publisher = "Springer",

number = "3",

}