Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135): Difference between revisions
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scientific article
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English | Mean-square convergence of stochastic multi-step methods with variable step-size |
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Mean-square convergence of stochastic multi-step methods with variable step-size (English)
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30 January 2008
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stochastic linear multi-step methods
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adaptive methods
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mean-square convergence
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mean-square numerical stability
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mean-square consistency
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small noise
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two-step-Maruyama methods
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