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International Journal of Computer Mathematics Volume 92, 2015 - Issue 5
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Section B

Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations

David A. VossDepartment of Mathematics, Western Illinois University, Macomb, IL61455, USACorrespondence[email protected]
&
Abdul Q. M. KhaliqDepartment of Mathematical Sciences and Center for Computational Science, Middle Tennessee State University, Murfreesboro, TN37132, USA
Pages 995-1011 | Received 22 Jan 2014, Accepted 10 Apr 2014, Published online: 22 May 2014

References

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