Study on split-step Rosenbrock type method for stiff stochastic differential systems

Kazem Nouri, Hassan Ranjbar, Leila Torkzadeh. Study on split-step Rosenbrock type method for stiff stochastic differential systems. Int. J. Comput. Math., 97(4):818-836, 2020. [doi]

Authors

Kazem Nouri

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Hassan Ranjbar

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Leila Torkzadeh

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