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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
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        Value: 10.1137/050646032
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      – Code: eng
        Text: English
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        PageCount: 20
        StartPage: 245
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      – TitleFull: Numerical methods for second-order stochastic differential equations.
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              Text: January/February 2007
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              Y: 2007
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