li.lu.ea:21:numerical¶
BibTeX Entry:
@article{li.lu.ea:21:numerical,
author = {Li, Lei and Lu, Jianfeng and Mattingly, Jonathan C. and Wang, Lihan},
doi = {10.4310/CMS.2021.v19.n6.a5},
fjournal = {Communications in Mathematical Sciences},
issn = {1539-6746,1945-0796},
journal = {Commun. Math. Sci.},
mrclass = {65C30 (60H35 65L20)},
mrnumber = {4294561},
mrreviewer = {Sa\'ul\ D\'iaz-Infante},
number = {6},
pages = {1549--1577},
title = {Numerical methods for stochastic differential equations based on {G}aussian mixture},
url = {https://doi.org/10.4310/CMS.2021.v19.n6.a5},
volume = {19},
year = {2021}
}