Adaptive time-stepping strategies for nonlinear stochastic systems (Q4555980): Difference between revisions
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Latest revision as of 19:25, 19 April 2024
scientific article; zbMATH DE number 6983855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive time-stepping strategies for nonlinear stochastic systems |
scientific article; zbMATH DE number 6983855 |
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Adaptive time-stepping strategies for nonlinear stochastic systems (English)
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23 November 2018
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stochastic differential equations
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adaptive time stepping
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Euler-Maruyama method
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locally Lipschitz drift coefficient
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strong convergence
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