lamba.mattingly.ea:07:adaptive¶
BibTeX Entry:
@article{lamba.mattingly.ea:07:adaptive,
author = {Lamba, H. and Mattingly, J. C. and Stuart, A. M.},
doi = {10.1093/imanum/drl032},
fjournal = {IMA Journal of Numerical Analysis},
issn = {0272-4979,1464-3642},
journal = {IMA J. Numer. Anal.},
mrclass = {60H35 (60H10 65C30)},
mrnumber = {2337577},
mrreviewer = {Peter\ E.\ Kloeden},
number = {3},
pages = {479--506},
title = {An adaptive {E}uler-{M}aruyama scheme for {SDE}s: convergence and stability},
url = {https://doi.org/10.1093/imanum/drl032},
volume = {27},
year = {2007}
}