Step Size Control for the Uniform Approximation of Systems...

Step Size Control for the Uniform Approximation of Systems of Stochastic Differential Equations with Additive Noise

Norbert Hofmann, Thomas Müller-Gronbach and Klaus Ritter
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Volume:
10
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/2667165
Date:
May, 2000
File:
PDF, 1.11 MB
english, 2000
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