Spectral Methods for Multiscale Stochastic Differential Equations

Assyr Abdulle, Grigorios A. Pavliotis, U. Vaes. Spectral Methods for Multiscale Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification, 5(1):720-761, 2017. [doi]

Abstract

Abstract is missing.