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"Adaptive timestepping for pathwise stability and positivity of strongly ..."

Cónall Kelly, Alexandra Rodkina, Eeva Maria Rapoo (2018)

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DOI: 10.1016/J.CAM.2017.11.027

access: closed

type: Journal Article

metadata version: 2020-02-20

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Cónall Kelly, Alexandra Rodkina, Eeva Maria Rapoo:
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations. J. Comput. Appl. Math. 334: 39-57 (2018)

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