Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations

Title
Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations
Authors
Keywords
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Journal
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Volume 35, Issue 4, Pages A1792-A1814
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2013-07-10
DOI
10.1137/12088954x

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