Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations

Abdulle, AAlmuslimani, IVilmart, G2018-11-082018-11-082018-11-08201810.1137/17M1145859https://infoscience.epfl.ch/handle/20.500.14299/150722WOS:000437190500020Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equationstext::journal::journal article::research article