An adaptive Euler-Maruyama scheme for SDEs: convergence and stability
| Publication Type | Journal Article | |
| Year of Publication | 2007 | |
| Authors | Lamba, H.; Mattingly, J.C.; Stuart, A.M. | |
| Journal Title | IMA J. Numer. Anal. | |
| Volume | 27 | |
| Pages | 479-506 | |
| Department | MATH | |
| Export | Tagged XML BibTex |
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