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]

Authors

Assyr Abdulle

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Grigorios A. Pavliotis

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U. Vaes

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