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    Optimal approximation of stochastic differential equations by adaptive step-size control
    14 years 6 months ago
    Optimal approximation of stochastic differential equations by adaptive step-size control
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    We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
    Norbert Hofmann, Thomas Müller-Gronbach, Klau...
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