Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2006.12.014 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2126892829 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multistep methods for SDEs and their application to problems with small noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Variable Stepsize Implementation for Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling and simulation of transient noise in circuit simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving Ordinary Differential Equations I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4241271 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4319807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new numerical method for SDEs and its application in circuit simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4490775 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential algebraic equations of index 1 and applications in circuit simulation. / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:10, 27 June 2024

scientific article
Language Label Description Also known as
English
Mean-square convergence of stochastic multi-step methods with variable step-size
scientific article

    Statements

    Mean-square convergence of stochastic multi-step methods with variable step-size (English)
    0 references
    30 January 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic linear multi-step methods
    0 references
    adaptive methods
    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
    0 references