An adaptive discretization algorithm for the weak approximation of stochastic differential equations (Q2954562): Difference between revisions

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+A Variable Stepsize Implementation for Stochastic Differential Equations
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+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
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+Solving Ordinary Differential Equations I
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+Adaptive schemes for the numerical solution of SDEs -- a comparison
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+Q4241271
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+Embedded Stochastic Runge-Kutta Methods
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+Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
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