High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

Assyr Abdulle, David Cohen, Gilles Vilmart, Konstantinos C. Zygalakis. High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations. SIAM J. Scientific Computing, 34(3), 2012. [doi]

Authors

Assyr Abdulle

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David Cohen

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Gilles Vilmart

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Konstantinos C. Zygalakis

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