Numerical methods for second-order stochastic differential equations.

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Bibliographic Details
Title:	Numerical methods for second-order stochastic differential equations.
Authors:	Burrage, Kevin, Lenane, Ian, Lythe, Grant
Source:	SIAM Journal on Scientific Computing; January/February 2007, Vol. 29 Issue 1, p245-264, 20p
Database:	Applied Science & Technology Source

Description
ISSN:	10648275
DOI:	10.1137/050646032