An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems

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An adaptive time-stepping method based on a posteriori weak error analysis for large SDE systems

Author: Merle, Fabian; Prohl, Andreas
Tübinger Autor(en):
Merle, Fabian
Prohl, Andreas
Published in: Numerische Mathematik (2021), Bd. 149, H. 2, S. 417-462
Verlagsangabe: Springer Heidelberg
Language: English
Full text: http://dx.doi.org/10.1007/s00211-021-01233-4
ISSN: 0945-3245
DDC Classifikation: 510 - Mathematics
Dokumentart: Artikel
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