A variable stepsize implementation for stochastic differential equations.

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Bibliographic Details
Title:	A variable stepsize implementation for stochastic differential equations.
Authors:	Burrage, P. M., Burrage, K.
Source:	SIAM Journal on Scientific Computing; 2002, Vol. 24 Issue 3, p848-864, 17p
Database:	Applied Science & Technology Source

Description
ISSN:	10648275
DOI:	10.1137/S1064827500376922