A fast convergent numerical method for matrix sign function with application in SDEs

DOI10.1016/j.cam.2014.12.041zbMath1309.65009OpenAlexW2035010550MaRDI QIDQ2255727

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Publication date: 18 February 2015

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.12.041

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