Mean-square convergence of stochastic multi-step methods with variable step-size (Q2468135): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square convergence of stochastic multi-step methods with variable step-size |
scientific article |
Statements
Mean-square convergence of stochastic multi-step methods with variable step-size (English)
0 references
30 January 2008
0 references
stochastic linear multi-step methods
0 references
adaptive methods
0 references
mean-square convergence
0 references
mean-square numerical stability
0 references
mean-square consistency
0 references
small noise
0 references
two-step-Maruyama methods
0 references
