On weak implicit and predictor-corrector methods

Eckhard Platen ()

Mathematics and Computers in Simulation (MATCOM), 1995, vol. 38, issue 1, 69-76

Abstract: The paper gives a short survey on weak schemes for stochastic differential equations and discusses several implicit and predictor-corrector type methods.

Date: 1995
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:38:y:1995:i:1:p:69-76

DOI: 10.1016/0378-4754(93)E0068-G

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