Georg A. Gottwald, Ian Melbourne. Simulation of Non-Lipschitz Stochastic Differential Equations Driven by α-Stable Noise: A Method Based on Deterministic Homogenization. Multiscale Modeling & Simulation, 19(2):665-687, 2021. [doi]
@article{GottwaldM21,
title = {Simulation of Non-Lipschitz Stochastic Differential Equations Driven by α-Stable Noise: A Method Based on Deterministic Homogenization},
author = {Georg A. Gottwald and Ian Melbourne},
year = {2021},
doi = {10.1137/20M1333183},
url = {https://doi.org/10.1137/20M1333183},
researchr = {https://researchr.org/publication/GottwaldM21},
cites = {0},
citedby = {0},
journal = {Multiscale Modeling & Simulation},
volume = {19},
number = {2},
pages = {665-687},
}