Multistep methods for SDEs and their application to problems with small noise (Q5470980): Difference between revisions
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Revision as of 22:33, 5 March 2024
scientific article; zbMATH DE number 5029834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistep methods for SDEs and their application to problems with small noise |
scientific article; zbMATH DE number 5029834 |
Statements
Multistep methods for SDEs and their application to problems with small noise (English)
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2 June 2006
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stochastic linear multistep method
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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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