A Variable Stepsize Implementation for Stochastic Differential Equations (Q4785949): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Q243083 / rank | |||
| Property / author | |||
| Property / author: Pamela M. Burrage / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 17:22, 5 March 2024
scientific article; zbMATH DE number 1848764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Variable Stepsize Implementation for Stochastic Differential Equations |
scientific article; zbMATH DE number 1848764 |
Statements
A Variable Stepsize Implementation for Stochastic Differential Equations (English)
0 references
5 January 2003
0 references
Runge-Kutta methods
0 references
variable stepsize
0 references
embedding
0 references
Brownian path
0 references
stochastic differential equation
0 references
