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

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalBIT Numerical Mathematics
Volume50
Issue number3
Pages (from-to)541-558
Number of pages18
ISSN0006-3835
DOIs
Publication statusPublished - 2010
Externally publishedYes

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