Semi-implicit Euler–Maruyama approximation for noncolliding particle systems
نویسندگان
چکیده
منابع مشابه
Efficient semi-implicit schemes for stiff systems
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2020
ISSN: 1050-5164
DOI: 10.1214/19-aap1512