A variable step-size control algorithm for the weak approximation of stochastic differential equations

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Publication:607519

DOI10.1007/S11075-010-9363-3zbMath1203.65022OpenAlexW2084828851MaRDI QIDQ607519

Sumit K. Garg

Publication date: 22 November 2010

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-010-9363-3




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