Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise

Gilles Vilmart. Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise. SIAM J. Scientific Computing, 36(4), 2014. [doi]

Abstract

Abstract is missing.