Peng Wang, Yanzhao Cao, Xiaoying Han, Peter Kloeden. Mean-square convergence of numerical methods for random ordinary differential equations. Numerical Algorithms, 87(1):299-333, 2021. [doi]
@article{WangCHK21,
title = {Mean-square convergence of numerical methods for random ordinary differential equations},
author = {Peng Wang and Yanzhao Cao and Xiaoying Han and Peter Kloeden},
year = {2021},
doi = {10.1007/s11075-020-00967-w},
url = {https://doi.org/10.1007/s11075-020-00967-w},
researchr = {https://researchr.org/publication/WangCHK21},
cites = {0},
citedby = {0},
journal = {Numerical Algorithms},
volume = {87},
number = {1},
pages = {299-333},
}