David Cohen, Magdalena Sigg. Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations. Numerische Mathematik, 121(1):1-29, 2012. [doi]
@article{CohenS12-1,
title = {Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations},
author = {David Cohen and Magdalena Sigg},
year = {2012},
doi = {10.1007/s00211-011-0426-8},
url = {http://dx.doi.org/10.1007/s00211-011-0426-8},
researchr = {https://researchr.org/publication/CohenS12-1},
cites = {0},
citedby = {0},
journal = {Numerische Mathematik},
volume = {121},
number = {1},
pages = {1-29},
}