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]

@article{NouriRT20,
  title = {Study on split-step Rosenbrock type method for stiff stochastic differential systems},
  author = {Kazem Nouri and Hassan Ranjbar and Leila Torkzadeh},
  year = {2020},
  doi = {10.1080/00207160.2019.1589459},
  url = {https://doi.org/10.1080/00207160.2019.1589459},
  researchr = {https://researchr.org/publication/NouriRT20},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Comput. Math.},
  volume = {97},
  number = {4},
  pages = {818-836},
}