Optimal approximation of stochastic differential equations by adaptive step-size control

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Publication:4955859

DOI10.1090/S0025-5718-99-01177-1zbMath0948.65002MaRDI QIDQ4955859

Thomas Müller-Gronbach, Norbert Hofmann, Klaus Ritter

Publication date: 22 May 2000

Published in: Mathematics of Computation (Search for Journal in Brave)




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