Some issues in discrete approximate solution for stochastic differential equations (Q1339295): Difference between revisions
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| Property / author: Yoshio Komori / rank | |||
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| Property / author: Taketomo Mitsui / rank | |||
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| Property / author: Yoshio Komori / rank | |||
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| Property / author: Taketomo Mitsui / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0898-1221(94)00197-9 / rank | |||
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| Property / OpenAlex ID: W2020271407 / rank | |||
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| Property / cites work: Q4404205 / rank | |||
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| Property / cites work: Q4732346 / rank | |||
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| Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank | |||
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| Property / cites work: Simulation of stochastic differential equations / rank | |||
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| Property / cites work: Q4697790 / rank | |||
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| Property / cites work: Q4860586 / rank | |||
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Latest revision as of 09:44, 23 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some issues in discrete approximate solution for stochastic differential equations |
scientific article |
Statements
Some issues in discrete approximate solution for stochastic differential equations (English)
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1 December 1994
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The paper investigates the stability of numerical solutions of stochastic differential equations. A two-dimensional linear test equation with multiplicative noise is suggested for the study of numerical stability of a given numerical scheme.
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convergence
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stability
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stochastic differential equations
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test equation
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