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ArticleJ-GLOBAL ID:200902212468529539整理番号:09A1094395

Weak order Chebyshev methods for stiff stochastic differential equations with a multi-dimensional Wiener process

硬い確率微分方程式に対するチェビシェフ法

著者:BURRAGE Kevin(Oxford Univ.)、KOMORI Yoshio(Kyushu Inst. of Technol.)
資料名:日本応用数理学会年会講演予稿集 巻:2009 ページ:391-392
発行年:2009年09月28日
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