Dominique Küpper, Jürgen Lehn, Andreas Rößler. A step size control algorithm for the weak approximation of stochastic differential equations. Numerical Algorithms, 44(4):335-346, 2007. [doi]
@article{KupperLR07,
title = {A step size control algorithm for the weak approximation of stochastic differential equations},
author = {Dominique Küpper and Jürgen Lehn and Andreas Rößler},
year = {2007},
doi = {10.1007/s11075-007-9108-0},
url = {http://dx.doi.org/10.1007/s11075-007-9108-0},
researchr = {https://researchr.org/publication/KupperLR07},
cites = {0},
citedby = {0},
journal = {Numerical Algorithms},
volume = {44},
number = {4},
pages = {335-346},
}