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

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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
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        Value: 10.1137/060677148
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        Text: English
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        PageCount: 18
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            NameFull: Burrage, Kevin
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              Text: 2009
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