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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3101969 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable Integration of Stiff Random Ordinary Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise approximation of random ordinary differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise Taylor schemes for random ordinary differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise convergent higher order numerical schemes for random ordinary differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5400936 / 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: Improved linear multi-step methods for stochastic ordinary differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4319807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Compendium of Partial Differential Equation Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4333039 / rank
 
Normal rank

Latest revision as of 01:24, 11 July 2024

scientific article
Language Label Description Also known as
English
Multi-step methods for random ODEs driven by Itô diffusions
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references