A step size control algorithm for the weak approximation of stochastic differential equations
1998 ◽
Vol 100
(1)
◽
pp. 93-109
◽
1999 ◽
Vol 69
(231)
◽
pp. 1017-1035
◽
1997 ◽
Vol 57
(5)
◽
pp. 1455-1484
◽
2005 ◽
Vol 5
(1)
◽
pp. 86-96
◽
Keyword(s):
Keyword(s):