Explicit Methods for Stiff Stochastic Differential Equations (Q2897255)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Explicit Methods for Stiff Stochastic Differential Equations
scientific article

    Statements

    Explicit Methods for Stiff Stochastic Differential Equations (English)
    0 references
    0 references
    10 July 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    method of lines
    0 references
    numerical examples
    0 references
    explicit methods
    0 references
    stiff stochastic differential equations
    0 references
    Chebyshev methods
    0 references
    Euler-Maruyama method
    0 references
    stability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references