Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Georg Denk / rank
Normal rank
 
Property / author
 
Property / author: Stefan Schäffler / rank
Normal rank
 
Property / reviewed by
 
Property / reviewed by: Eckhard Platen / rank
Normal rank
 
Property / author
 
Property / author: Georg Denk / rank
 
Normal rank
Property / author
 
Property / author: Stefan Schäffler / rank
 
Normal rank
Property / reviewed by
 
Property / reviewed by: Eckhard Platen / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: A review on stochastic differential equations for applications in hydrology / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Classification and numerical simulation of electric circuits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some issues in discrete approximate solution for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate Integration of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4319807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discretization and simulation of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unconstrained global optimization using stochastic intergral equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4023802 / rank
 
Normal rank

Latest revision as of 09:36, 28 May 2024

scientific article
Language Label Description Also known as
English
Adams methods for the efficient solution of stochastic differential equations with additive noise
scientific article

    Statements

    Adams methods for the efficient solution of stochastic differential equations with additive noise (English)
    0 references
    0 references
    24 August 1998
    0 references
    The paper considers the discrete time approximation of stochastic differential equations with additive noise. It uses the Adams-Bashforth/Moulton method and investigates theoretically and experimentally its order of strong convergence. The method is then applied in the context of electronic circuits.
    0 references
    discrete time approximation
    0 references
    stochastic differential equations
    0 references
    Adams-Bashforth/Moulton method
    0 references
    convergence
    0 references
    electronic circuits
    0 references
    0 references
    0 references

    Identifiers

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