Multi-step methods for random ODEs driven by Itô diffusions (Q893125): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.cam.2015.08.019 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1749914828 / rank | |||
Normal rank | |||
Revision as of 22:28, 19 March 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
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
