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"Mean-Square and Asymptotic Stability of the Stochastic Theta Method."

Desmond J. Higham (2000)

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DOI: 10.1137/S003614299834736X

access: closed

type: Journal Article

metadata version: 2020-05-11

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Desmond J. Higham:
Mean-Square and Asymptotic Stability of the Stochastic Theta Method. SIAM J. Numer. Anal. 38(3): 753-769 (2000)

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