On weak implicit and predictor-corrector methods

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

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Year of publication:	1995
Authors:	Platen, Eckhard
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 38.1995, 1, p. 69-76
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010749949