Balanced implicit methods for stiff stochastic systems

SIAM Journal on Numerical Analysis

Volumn 35, Issue 3, 1998, Pages 1010-1019

  Milstein, G N ^a   Platen, E ^b   Schurz, H ^a  

^a Weierstra Institute for Applied Analysis and Stochastics   (Germany)

^b NONE

Author keywords

Implicit numerical methods; Simulation experiments; Stiff equations; Stochastic differential equations

Indexed keywords

EID: 0001533096     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036142994273525     Document Type: Article

References (9)

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