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Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations Abdulle, Assyr; Vilmart, Gilles; Zygalakis, Konstantinos C. 2013
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Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations Abdulle, Assyr; Vilmart, Gilles; Zygalakis, Konstantinos C. 2013