Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion
Crossref DOI link: https://doi.org/10.1007/s11075-020-00990-x
Published Online: 2020-08-08
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Malik, Avinash http://orcid.org/0000-0002-7524-8292
Text and Data Mining valid from 2020-08-08
Version of Record valid from 2020-08-08
Article History
Received: 3 June 2020
Accepted: 23 July 2020
First Online: 8 August 2020