A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods

A. Valinejad, S. Mohammad Hosseini. A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods. Numerical Algorithms, 61(3):479-498, 2012. [doi]

Abstract

Abstract is missing.