Step size control for the uniform approximation of systems of stochastic differential equations with additive noise
Open Access
- 1 May 2000
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 10 (2) , 616-633
- https://doi.org/10.1214/aoap/1019487358
Abstract
No abstract availableKeywords
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