An adaptive Euler-Maruyama scheme for SDEs: convergence and stability

DOI10.1093/imanum/drl032zbMath1127.65005arXivmath/0601029OpenAlexW2122771530MaRDI QIDQ5294120

Could not fetch data.

Publication date: 23 July 2007

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601029

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.