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Solve most of problems on the same page and avoid a new one, because the page refresh and forwarding can lead to change blindness, in addition to disrupting the user's mental flow.
Change Blindness is a surprising perceptual phenomenon that occurs when a change in a visual stimulus is introduced and the observer does not notice it. People's poor ability to detect changes has been argued to reflect fundamental limitations of human attention, from the term of Change blindness, Wikipedia.
Flow, also known as the zone, is the mental state of operation in which a person performing an activity is fully immersed in a feeling of energized focus, full involvement, and enjoyment in the process of the activity, from the term of Flow, Wikipedia
In the process of interaction design, Overlays allow you to bring additional interactions or content in a layer above the current page. Inlays allow you to do this within the page itself. However, another powerful approach to keeping users engaged on the current page is to create a virtual page. That is to say, we create the illusion of a larger virtual page.
It has long been common practice on the Web to turn each step into a separate page. While this may be the simplest way break down the problem, it may not lead to the best solution. For some Process Flows it makes sense to keep the user on the same page throughout the process.