An adaptive discretization algorithm for the weak approximation of stochastic differential equations (Q2954562): Difference between revisions

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-Andreas Rößler
@@ Property / author: Andreas Rößler / rank @@
-Normal rank
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+Andreas Rößler
@@ Property / author: Andreas Rößler / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1002/pamm.200410005
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+W1532533919
@@ Property / OpenAlex ID: W1532533919 / rank @@
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@@ Property / cites work @@
+A Variable Stepsize Implementation for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Solving Ordinary Differential Equations I
@@ Property / cites work: Solving Ordinary Differential Equations I / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive schemes for the numerical solution of SDEs -- a comparison
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@@ Property / cites work @@
+Q4241271
@@ Property / cites work: Q4241271 / rank @@
+Normal rank
@@ Property / cites work @@
+Embedded Stochastic Runge-Kutta Methods
@@ Property / cites work: Embedded Stochastic Runge-Kutta Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2954562