High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

Physica D: Nonlinear Phenomena

Volumn 133, Issue 1-4, 1999, Pages 34-48

  Burrage, K ^a   Burrage, P M ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

Differential; Magnus; Order; Runge Kutta; Stochastic

Indexed keywords

EID: 0039027595     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2789(99)00097-4     Document Type: Article

References (13)

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