Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933): Difference between revisions

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Revision as of 22:46, 3 June 2024

scientific article; zbMATH DE number 1719261
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Adaptive schemes for the numerical solution of SDEs -- a comparison
scientific article; zbMATH DE number 1719261

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    Adaptive schemes for the numerical solution of SDEs -- a comparison (English)
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    13 March 2002
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    Euler scheme
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    stochastic differential equations
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    step size control
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    adaptive methods
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    algorithms
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