Journal article

Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations

Actions

Email

Email this record

Send the bibliographic details of this record to your email address.

Your Email
Please enter the email address that the record information will be sent to.

-
Your message (optional)
Please add any additional information to be included within the email.
Share
Cite

Cite this record

APA Style

Gaines, J., & Lyons, T. (1997). Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations. SIAM Journal on Applied Mathematics, 57(5), 1455–1484.

MLA Style

Gaines, J, and T Lyons. “ Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations.” SIAM Journal on Applied Mathematics, vol. 57, no. 5, 1997, pp. 1455–84.

Chicago Style

Gaines, J, and T Lyons. 1997. “ Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations.” SIAM Journal on Applied Mathematics 57 (5): 1455–84.
Print

Access Document

Publisher copy:: 10.1137/S0036139995286515

Authors

+ Gaines, J More by this author

Role:: Author

+ Lyons, T More by this author

Institution:: University of Oxford
Division:: MPLS
Department:: Mathematical Institute
Role:: Author

Journal:: SIAM Journal on Applied Mathematics More from this journal
Volume:: 57
Issue:: 5
Pages:: 1455-1484
Publication date:: 1997-10-01
DOI:: 10.1137/S0036139995286515
EISSN:: 1095-712X
ISSN:: 0036-1399

Pubs id:: pubs:366639
UUID:: uuid:0a02cb7e-e848-4993-8586-91cf6f6c847e
Local pid:: pubs:366639
Source identifiers:: 366639
Deposit date:: 2013-11-17
ARK identifier:: ark:/29072/ora_0a02cb7ee8484993858691cf6f6c847e

Terms of use

Copyright date:: 1997

Licence:: Terms and Conditions of Use for Oxford University Research Archive

Views and Downloads

About views and downloads

If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP