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"Adaptive time-stepping for the strong numerical solution of stochastic ..."

Silvana Ilie, Kenneth R. Jackson, Wayne H. Enright (2015)

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DOI: 10.1007/S11075-014-9872-6

access: closed

type: Journal Article

metadata version: 2020-04-25

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Silvana Ilie, Kenneth R. Jackson, Wayne H. Enright:
Adaptive time-stepping for the strong numerical solution of stochastic differential equations. Numer. Algorithms 68(4): 791-812 (2015)

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