Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933): Difference between revisions

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+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
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+Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series
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+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
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+Optimal approximation  of stochastic differential equations  by adaptive step-size control
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+Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.
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+The optimal discretization of stochastic differential equations
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+A survey of numerical methods for stochastic differential equations
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+Q4268831
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+Stochastic differential equations. An introduction with applications.
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+Q3996259
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+Discretization and simulation of stochastic differential equations
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+https://doi.org/10.1016/s0377-0427(01)00375-2
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