Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (2018)
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/10.48550/arxiv.1805.11137
Publication URI: https://arxiv.org/abs/1805.11137
Type: Preprint