Accurate stationary densities with partitioned numerical methods for stochastic differential equations.

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Bibliographic Details
Title:	Accurate stationary densities with partitioned numerical methods for stochastic differential equations.
Authors:	Burrage, Kevin, Lythe, Grant
Source:	SIAM Journal on Numerical Analysis; 2009, Vol. 47 Issue 3, p1601-1618, 18p
Database:	Applied Science & Technology Source

Description
ISSN:	00361429
DOI:	10.1137/060677148