"Variable Step Size Control in the Numerical Solution of Stochastic ..."

Jessica G. Gaines, Terry J. Lyons (1997)

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DOI: 10.1137/S0036139995286515

access: closed

type: Journal Article

metadata version: 2020-05-20

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Jessica G. Gaines, Terry J. Lyons:
Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations. SIAM J. Appl. Math. 57(5): 1455-1484 (1997)

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