Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2626308877 / rank | |||
Normal rank | |||
Revision as of 22:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations |
scientific article |
Statements
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (English)
0 references
12 January 2018
0 references
adaptive timestepping
0 references
Euler-Maruyama method
0 references
locally Lipschitz coefficients
0 references
