Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
SIAM Journal on Applied Mathematics, Vol. 43, No. 6 (Dec., 1983), pp. 1259-1273 (15 pages) A constructive algorithm is developed to determine whether or not a given linear p.d.e. can be mapped into a ...
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