Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems

DOI10.4310/CMS.2006.V4.N4.A2zbMath1115.60036OpenAlexW2058272306MaRDI QIDQ883672

Dror Givon, Raz Kupferman, Ioannis G. Kevrekidis

Publication date: 8 June 2007

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/cms.2006.v4.n4.a2

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15)

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