A weak trapezoidal method for a class of stochastic differential equations

Communications in Mathematical Sciences

Volumn 9, Issue 1, 2011, Pages 301-318

  Anderson, David F ^a   Mattingly, Jonathan C ^b,c  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b Center of Nonlinear and Complex systems   (United States)

^c Duke University   (United States)

Author keywords

Error analysis; Higher order methods; Numerical methods; Reaction networks; Stochastic differential equations; Weak trapezoidal

Indexed keywords

EID: 78049309393     PISSN: 15396746     EISSN: None     Source Type: Journal    
DOI: 10.4310/CMS.2011.v9.n1.a15     Document Type: Article

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