Ioana Cipcigan, Muruhan Rathinam
Interlaced Euler scheme for stiff systems of stochastic differential equations
SAC, 2009.
@inproceedings{SAC-2009-CipciganR, author = "Ioana Cipcigan and Muruhan Rathinam", booktitle = "{Proceedings of the 24th Symposium on Applied Computing}", doi = "10.1145/1529282.1529498", editor = "Sung Y. Shin and Sascha Ossowski", isbn = "978-1-60558-166-8", pages = "989--994", publisher = "{ACM}", title = "{Interlaced Euler scheme for stiff systems of stochastic differential equations}", year = 2009, }