A Variable Stepsize Implementation for Stochastic...

SIAM Journal on Scientific Computing 2003 / 01 Vol. 24; Iss. 3

A Variable Stepsize Implementation for Stochastic Differential Equations

Burrage, P. M., Burrage, K.
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Volume:
24
Language:
english
Journal:
SIAM Journal on Scientific Computing
DOI:
10.1137/s1064827500376922
Date:
January, 2003
File:
PDF, 194 KB
english, 2003
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