Ioana Cipcigan, Muruhan Rathinam. Interlaced Euler scheme for stiff systems of stochastic differential equations. In Sung Y. Shin, Sascha Ossowski, editors, Proceedings of the 2009 ACM Symposium on Applied Computing (SAC), Honolulu, Hawaii, USA, March 9-12, 2009. pages 989-994, ACM, 2009. [doi]
Abstract is missing.