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

✍ Scribed by Dominique Küpper; Jürgen Lehn; Andreas Rößler

Publisher: Springer US
Year: 2007
Tongue: English
Weight: 434 KB
Volume: 44
Category: Article
ISSN: 1017-1398
DOI: 10.1007/s11075-007-9108-0

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