A note on the Balanced method


Autoria(s): Alcock, Jamie; Burrage, Kevin
Data(s)

2006

Identificador

http://eprints.qut.edu.au/44415/

Publicador

Springer Netherlands

Relação

DOI:10.1007/s10543-006-0098-4

Alcock, Jamie & Burrage, Kevin (2006) A note on the Balanced method. BIT Numerical Mathematics, 46(4), pp. 689-710.

Palavras-Chave #010200 APPLIED MATHEMATICS #010300 NUMERICAL AND COMPUTATIONAL MATHEMATICS #stochastic differential equations, numerical methods, stability
Tipo

Journal Article