Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (2016)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s11075-016-0162-3
Publication URI: http://dx.doi.org/10.1007/s11075-016-0162-3
Type: Journal Article/Review
Parent Publication: Numerical Algorithms
Issue: 2