Multi-step methods for random ODEs driven by Itô diffusions (Q893125): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:32, 5 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
