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]

@article{AbdullePV17,
  title = {Spectral Methods for Multiscale Stochastic Differential Equations},
  author = {Assyr Abdulle and Grigorios A. Pavliotis and U. Vaes},
  year = {2017},
  doi = {10.1137/16M1094117},
  url = {https://doi.org/10.1137/16M1094117},
  researchr = {https://researchr.org/publication/AbdullePV17},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {5},
  number = {1},
  pages = {720-761},
}