An adaptive Euler-Maruyama scheme for SDEs: convergence and stability

Published online

Journal Article

Full Text

Duke Authors

Cited Authors

  • Lamba, H; Mattingly, JC; Stuart, AM

Published In

Volume / Issue

  • 27 / 3

Start / End Page

  • 479 - 506

Published By

Electronic International Standard Serial Number (EISSN)

  • 1464-3642

International Standard Serial Number (ISSN)

  • 0272-4979

Digital Object Identifier (DOI)

  • 10.1093/imanum/drl032

Language

  • en