Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
1997 ◽
Vol 57
(5)
◽
pp. 1455-1484
◽
1998 ◽
Vol 100
(1)
◽
pp. 93-109
◽
Keyword(s):
Keyword(s):
2005 ◽
Vol 5
(1)
◽
pp. 86-96
◽
2005 ◽
Vol 24
(6)
◽
pp. 703-721
◽
Keyword(s):