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"A stepsize control algorithm for SDEs with small noise based on stochastic ..."

Ali Valinejad, Seyed Mohammad Hosseini (2012)

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DOI: 10.1007/S11075-012-9544-3

access: closed

type: Journal Article

metadata version: 2021-04-21

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Ali Valinejad, Seyed Mohammad Hosseini:
A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods. Numer. Algorithms 61(3): 479-498 (2012)

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