Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833)
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English | Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. |
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Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (English)
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27 October 2004
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error bounds
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numerical examples
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systems of stochastic differential equations
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pathwise approximation
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adaption
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step-size control
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asymptotic optimality
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