Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (2021)

First Author: Kelly C
Attributed to:  Enabling Quantification of Uncertainty for Large-Scale Inverse Problems (EQUIP) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s11075-021-01131-8

Publication URI: http://dx.doi.org/10.1007/s11075-021-01131-8

Type: Journal Article/Review

Parent Publication: Numerical Algorithms

Issue: 2