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Hofmann, N. ; Müller-Gronbach, Thomas ; Ritter, Klaus (2002)
Linear vs. standard information for scalar stochastic differential equations.
In: Journal of complexity, 18
Article, Bibliographie
Ritter, Klaus ; Hofmann, N. ; Müller-Gronbach, Thomas (2000)
Optimal approximation of stochastic differential equations by adaptive step-size control.
In: Mathematics of computation, 69
Article, Bibliographie
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
Article, Bibliographie