Modified equations for stochastic differential equations

BIT Numerical Mathematics

Volumn 46, Issue 1, 2006, Pages 111-125

  Shardlow, Tony ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Backward error analysis; Numerical approximation; Stochastic differential equations

Indexed keywords

EID: 33645029203     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10543-005-0041-0     Document Type: Article

References (9)

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