High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (2024)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1137/23m155147x
Publication URI: http://dx.doi.org/10.1137/23m155147x
Type: Journal Article/Review
Parent Publication: SIAM Journal on Numerical Analysis
Issue: 1