Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process

Lukasz Stepien. Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process. Numerical Algorithms, 96(4):1699-1725, August 2024. [doi]

Authors

Lukasz Stepien

This author has not been identified. Look up 'Lukasz Stepien' in Google