Interlaced Euler scheme for stiff systems of stochastic differential equations
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Ioana Cipcigan, Muruhan Rathinam
Interlaced Euler scheme for stiff systems of stochastic differential equations
SAC, 2009.

SAC 2009
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@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,
}

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