Adaptive weak approximation of stochastic differential equations (Q4790252): Difference between revisions

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Latest revision as of 10:33, 5 June 2024

scientific article; zbMATH DE number 1860525
Language Label Description Also known as
English
Adaptive weak approximation of stochastic differential equations
scientific article; zbMATH DE number 1860525

    Statements

    Adaptive weak approximation of stochastic differential equations (English)
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    28 January 2003
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    stochastic differential equations
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    weak approximations
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    error expansion
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    adaptive time-stepping methods
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