Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
- 1 October 1997
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 57 (5) , 1455-1484
- https://doi.org/10.1137/s0036139995286515
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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