Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations

Bibliographic Details
Main Authors: Gaines, J, Lyons, T
Format: Journal article
Published: 1997
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author Gaines, J
Lyons, T
author_facet Gaines, J
Lyons, T
author_sort Gaines, J
collection OXFORD
description
first_indexed 2024-03-06T18:32:08Z
format Journal article
id oxford-uuid:0a02cb7e-e848-4993-8586-91cf6f6c847e
institution University of Oxford
last_indexed 2024-03-06T18:32:08Z
publishDate 1997
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spelling oxford-uuid:0a02cb7e-e848-4993-8586-91cf6f6c847e2022-03-26T09:21:31Z Variable Step Size Control in the Numerical Solution of Stochastic Differential EquationsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:0a02cb7e-e848-4993-8586-91cf6f6c847eSymplectic Elements at Oxford1997Gaines, JLyons, T
spellingShingle Gaines, J
Lyons, T
Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
title Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
title_full Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
title_fullStr Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
title_full_unstemmed Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
title_short Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
title_sort variable step size control in the numerical solution of stochastic differential equations
work_keys_str_mv AT gainesj variablestepsizecontrolinthenumericalsolutionofstochasticdifferentialequations
AT lyonst variablestepsizecontrolinthenumericalsolutionofstochasticdifferentialequations