Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933)
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scientific article; zbMATH DE number 1719261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive schemes for the numerical solution of SDEs -- a comparison |
scientific article; zbMATH DE number 1719261 |
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Adaptive schemes for the numerical solution of SDEs -- a comparison (English)
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13 March 2002
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Euler scheme
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stochastic differential equations
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step size control
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adaptive methods
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algorithms
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