On the stochastic Magnus expansion and its application to SPDEs

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Authors: Kamm, Kevin; Pagliarani, Stefano; Pascucci, Andrea

Journal title: Journal of Scientific Computing

Journal number: 89(3)

Journal publisher: Springer

Published year: 2021

Published pages: 1-31

DOI identifier: 10.1007/s10915-021-01633-6

ISSN: 1573-7691