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Adaptive time-stepping for the strong numerical solution of stochastic differential equations
Ilie, Silvana, Jackson, Kenneth R., Enright, Wayne H.Volume:
68
Language:
english
Journal:
Numerical Algorithms
DOI:
10.1007/s11075-014-9872-6
Date:
April, 2015
File:
PDF, 3.47 MB
english, 2015