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]
@article{AbdulleCVZ12,
title = {High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations},
author = {Assyr Abdulle and David Cohen and Gilles Vilmart and Konstantinos C. Zygalakis},
year = {2012},
doi = {10.1137/110846609},
url = {http://dx.doi.org/10.1137/110846609},
researchr = {https://researchr.org/publication/AbdulleCVZ12},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {34},
number = {3},
}