"The improved split-step backward Euler method for stochastic differential ..."

Xiaojie Wang, Siqing Gan (2011)

Details and statistics

DOI: 10.1080/00207160.2010.538388

access: closed

type: Journal Article

metadata version: 2023-07-04

a service of  Schloss Dagstuhl - Leibniz Center for Informatics