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"A variable step-size control algorithm for the weak approximation of ..."

Ali Valinejad, Seyed Mohammad Hosseini (2010)

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DOI: 10.1007/S11075-010-9363-3

access: closed

type: Journal Article

metadata version: 2021-04-21

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Ali Valinejad, Seyed Mohammad Hosseini:
A variable step-size control algorithm for the weak approximation of stochastic differential equations. Numer. Algorithms 55(4): 429-446 (2010)

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