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

Jessica G. Gaines Terry J. Lyons

Published in: SIAM J. Appl. Math. (1997)

Keyphrases

numerical solution
differential equations
partial differential equations
brownian motion
variable step size
numerical methods
control strategy
feature extraction
object recognition
sufficient conditions
finite element
step size
stochastic differential equations