Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436)
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scientific article; zbMATH DE number 6825417
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| English | Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations |
scientific article; zbMATH DE number 6825417 |
Statements
Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (English)
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12 January 2018
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adaptive timestepping
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Euler-Maruyama method
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locally Lipschitz coefficients
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0.8092405796051025
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0.8085775971412659
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0.8059813976287842
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0.8016927242279053
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0.7989023923873901
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