Héctor D. Ceniceros, George O. Mohler. A Practical Splitting Method for Stiff SDEs with Applications to Problems with Small Noise. Multiscale Modeling & Simulation, 6(1):212-227, 2007. [doi]
@article{CenicerosM07,
title = {A Practical Splitting Method for Stiff SDEs with Applications to Problems with Small Noise},
author = {Héctor D. Ceniceros and George O. Mohler},
year = {2007},
doi = {10.1137/060667724},
url = {http://dx.doi.org/10.1137/060667724},
researchr = {https://researchr.org/publication/CenicerosM07},
cites = {0},
citedby = {0},
journal = {Multiscale Modeling & Simulation},
volume = {6},
number = {1},
pages = {212-227},
}