An adaptive Euler-Maruyama scheme for SDEs: convergence and stability
| Item Type | Journal Article |
|---|---|
| Author | H. Lamba |
| Author | J. C Mattingly |
| Author | A. M Stuart |
| Volume | 27 |
| Issue | 3 |
| Pages | 479–506 |
| Publication | IMA Journal of Numerical Analysis |
| ISSN | 0272-4979 |
| Date | 2007 |
| Journal Abbr | IMA Journal of Numerical Analysis |
| Library Catalog | AMS MathSciNet |
| Short Title | An adaptive Euler-Maruyama scheme for SDEs |
| Date Added | 2009-10-18 23:22 |
| Added By | Jonathan Mattingly |
| Date Modified | 2009-10-18 23:22 |