Multistep methods for SDEs and their application to problems with small noise (Q5470980): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2054028274 / rank | |||
Normal rank | |||
Latest revision as of 21:13, 19 March 2024
scientific article; zbMATH DE number 5029834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistep methods for SDEs and their application to problems with small noise |
scientific article; zbMATH DE number 5029834 |
Statements
Multistep methods for SDEs and their application to problems with small noise (English)
0 references
2 June 2006
0 references
stochastic linear multistep method
0 references
mean-square convergence
0 references
mean-square numerical stability
0 references
mean-square consistency
0 references
small noise
0 references
two-step Maruyama methods
0 references
