SODECL
From MaRDI portal
Publication:5132339
DOI10.1145/3385076zbMath1484.65010arXiv1908.03869OpenAlexW3040797119WikidataQ113309939 ScholiaQ113309939MaRDI QIDQ5132339
Eleftherios Avramidis, Marta Lalik, Ozgur E. Akman
Publication date: 10 November 2020
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.03869
Parallel numerical computation (65Y05) Numerical solutions to stochastic differential and integral equations (65C30) Packaged methods for numerical algorithms (65Y15)
Related Items
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox ⋮ SODECL
Uses Software
