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Adaptive schemes for the numerical solution of SDEs - a comparison

Lehn, Jürgen and Rößler, A. and Schein, O. (2000):
Adaptive schemes for the numerical solution of SDEs - a comparison.
2107Darmstadt, Techn. Univ., FB Mathematik, [Book]

Item Type: Book
Erschienen: 2000
Creators: Lehn, Jürgen and Rößler, A. and Schein, O.
Title: Adaptive schemes for the numerical solution of SDEs - a comparison
Language: English
Volume: 2107
Place of Publication: Darmstadt
Publisher: Techn. Univ., FB Mathematik
Collation: 14 S.
Divisions: 04 Department of Mathematics
Date Deposited: 19 Nov 2008 16:29
Additional Information:

Ebenfalls veröffentlicht in revidierter Fassung in: Journal of computational and applied mathematics 138.2002, S. 297-308

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