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A step size control algorithm for the weak approximation of stochastic differential equations

Küpper, Dominique ; Lehn, Jürgen ; Rößler, Andreas (2007)
A step size control algorithm for the weak approximation of stochastic differential equations.
In: Numerical Algorithms, 44
Article, Bibliographie

Item Type: Article
Erschienen: 2007
Creators: Küpper, Dominique ; Lehn, Jürgen ; Rößler, Andreas
Type of entry: Bibliographie
Title: A step size control algorithm for the weak approximation of stochastic differential equations
Language: English
Date: 3 July 2007
Journal or Publication Title: Numerical Algorithms
Volume of the journal: 44
URL / URN: https://link.springer.com/article/10.1007/s11075-007-9108-0
Divisions: 04 Department of Mathematics
Date Deposited: 20 Nov 2008 08:26
Last Modified: 27 Apr 2020 09:07
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