High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

Assyr Abdulle, David Cohen, Gilles Vilmart, Konstantinos C. Zygalakis

Research output: Contribution to journalArticlepeer-review

47 Scopus citations

Fingerprint

Dive into the research topics of 'High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations'. Together they form a unique fingerprint.

Mathematics

Keyphrases