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"A stepsize control algorithm for SDEs with small noise based on stochastic ..."
Ali Valinejad, Seyed Mohammad Hosseini (2012)
- Ali Valinejad, Seyed Mohammad Hosseini:
A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods. Numer. Algorithms 61(3): 479-498 (2012)
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