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]

@article{Stepien24,
  title = {Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process},
  author = {Lukasz Stepien},
  year = {2024},
  month = {August},
  doi = {10.1007/s11075-023-01682-y},
  url = {https://doi.org/10.1007/s11075-023-01682-y},
  researchr = {https://researchr.org/publication/Stepien24},
  cites = {0},
  citedby = {0},
  journal = {Numerical Algorithms},
  volume = {96},
  number = {4},
  pages = {1699-1725},
}