Multi-step methods for random ODEs driven by Itô diffusions (Q893125): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.cam.2015.08.019 / rank
 
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Latest revision as of 01:24, 11 July 2024

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Multi-step methods for random ODEs driven by Itô diffusions
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    Multi-step methods for random ODEs driven by Itô diffusions (English)
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    13 November 2015
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    random ODE and PDE
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    Itô diffusion
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    pathwise convergence
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    linear multi-step methods
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    B-stability
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    method of lines
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