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"Variable Step Size Control in the Numerical Solution of Stochastic ..."
Jessica G. Gaines, Terry J. Lyons (1997)
- Jessica G. Gaines, Terry J. Lyons:
Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations. SIAM J. Appl. Math. 57(5): 1455-1484 (1997)
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