Two-step strong order 1.5 schemes for stochastic differential equations

Senosiain, MJ; Tocino, A

Senosiain, MJ (reprint author), Univ Salamanca, Salamanca, Spain.

NUMERICAL ALGORITHMS, 2017; 75 (4): 973

Abstract

A general class of linear two-step schemes for solving stochastic differential equations is presented. Necessary and sufficient conditions on its para......

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