Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method
- 10 February 2003
- journal article
- Published by Elsevier BV in Journal of Computational Physics
- Vol. 185 (1), 194-212
- https://doi.org/10.1016/s0021-9991(02)00054-2
Abstract
No abstract availableThis publication has 24 references indexed in Scilit:
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