High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise

Title
High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
Authors
Keywords
-
Journal
BIT NUMERICAL MATHEMATICS
Volume 50, Issue 3, Pages 509-539
Publisher
Springer Nature
Online
2010-07-01
DOI
10.1007/s10543-010-0272-6

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