Strong first order S-ROCK methods for stochastic differential equations
Komori, Yoshio & Burrage, Kevin (2013) Strong first order S-ROCK methods for stochastic differential equations. Journal of Computational and Applied Mathematics, pp. 261-274.
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|Item Type:||Journal Article|
|Keywords:||Chebyshev method, Convergence order, Derivative-free, Explicit method, First order, Mean square stability, Non-commutative, Numerical experiments, Stability properties, Stability regions, Stochastic differential equations, Ordinary differential equations|
|Divisions:||Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
|Deposited On:||07 Oct 2014 07:01|
|Last Modified:||07 Oct 2014 07:06|
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