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A-Z
Preprint 15101
Stochastic C-Stability and B-Consistency of Explicit and Implicit Milstein-Type Schemes
Authors:
Wolf-Jürgen Beyn
,
Elena Isaak
,
Raphael Kruse
Projects:
A9
Published: J. Sci. Comput.
70
, no. 3 (2017), 1042–1077
Submission Date: 2015-12-22
Submitter:
Download:
PDF
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