An adaptive timestepping algorithm for stochastic differential equations. (Q1421207): Difference between revisions

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Revision as of 13:11, 6 June 2024

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An adaptive timestepping algorithm for stochastic differential equations.
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    An adaptive timestepping algorithm for stochastic differential equations. (English)
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    26 January 2004
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    Error control
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    Numerical results
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    variable timestepping
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    system
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    Wiener process
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    Milstein method
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    Stochastic differential equations
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    Identifiers

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