Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901)
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scientific article; zbMATH DE number 5549599
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| English | Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise |
scientific article; zbMATH DE number 5549599 |
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Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (English)
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29 April 2009
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local error estimation
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step-size control
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adaptive methods
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initial value problems
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mean-square methods
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stochastic differential equations
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stochastic differential-algebraic equations
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numerical experiments
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0.9483422040939332
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0.7581775784492493
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0.7542963027954102
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0.7428480982780457
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0.7413543462753296
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