Averaging Euler-type difference scheme (Q4371840): Difference between revisions
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| Property / cites work: Averaging principle and systems of singularly perturbed stochastic differential equations / rank | |||
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| Property / cites work: Expansion of the global error for numerical schemes solving stochastic differential equations / rank | |||
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Latest revision as of 10:13, 28 May 2024
scientific article; zbMATH DE number 1106412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaging Euler-type difference scheme |
scientific article; zbMATH DE number 1106412 |
Statements
Averaging Euler-type difference scheme (English)
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21 January 1998
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Euler type difference scheme
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stochastic singularly perturbed systems
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stochastic averaging
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convergence problem
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