Construction of some accelerated methods for solving scalar stochastic differential equations
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DOI: 10.1504/ijcsm.2016.081680
Abstract: The purpose of this short communication is to contribute in constructing some new solvers for the strong solution of stochastic ordinary differential equations. It is derived that new methods could be obtained as new variants… read more here.
Keywords: construction accelerated; accelerated methods; differential equations; scalar stochastic ... See more keywords