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Step-size control for the uniform approximation of systems of stochastic differential equations with additive noise

Ritter, Klaus ; Hofmann, N. ; Müller-Gronbach, Thomas (2000):
Step-size control for the uniform approximation of systems of stochastic differential equations with additive noise.
In: Annals of applied probability, 10, pp. 616-633. [Article]

Item Type: Article
Erschienen: 2000
Creators: Ritter, Klaus ; Hofmann, N. ; Müller-Gronbach, Thomas
Title: Step-size control for the uniform approximation of systems of stochastic differential equations with additive noise
Language: English
Journal or Publication Title: Annals of applied probability
Journal volume: 10
Divisions: 04 Department of Mathematics
Date Deposited: 19 Nov 2008 16:29
License: [undefiniert]
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