Predictor-Corrector Methods of Runge--Kutta Type for Stochastic Differential Equations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Numerical Analysis,Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/S0036142900372677
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1. The error behaviour of a general class of predictorndash;corrector methods
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