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Optimal approximation of stochastic differential equations by adaptive step-size control

Ritter, Klaus and Hofmann, N. and Müller-Gronbach, Thomas (2000):
Optimal approximation of stochastic differential equations by adaptive step-size control.
In: Mathematics of computation, 69pp. 1017-1034, [Article]

Item Type: Article
Erschienen: 2000
Creators: Ritter, Klaus and Hofmann, N. and Müller-Gronbach, Thomas
Title: Optimal approximation of stochastic differential equations by adaptive step-size control
Language: English
Journal or Publication Title: Mathematics of computation
Volume: 69
Divisions: 04 Department of Mathematics
Date Deposited: 19 Nov 2008 16:01
License: [undefiniert]
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