A Variable Stepsize Implementation for Stochastic Differential Equations (Q4785949)
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scientific article; zbMATH DE number 1848764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Variable Stepsize Implementation for Stochastic Differential Equations |
scientific article; zbMATH DE number 1848764 |
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A Variable Stepsize Implementation for Stochastic Differential Equations (English)
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5 January 2003
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Runge-Kutta methods
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variable stepsize
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embedding
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Brownian path
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stochastic differential equation
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