Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise

Published 2010 View Full Article

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Title
Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise
Authors
Keywords
-
Journal
BIT NUMERICAL MATHEMATICS
Volume 50, Issue 3, Pages 541-558
Publisher
Springer Nature
Online
2010-07-26
DOI
10.1007/s10543-010-0276-2

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