Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods (Q2914786)
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scientific article; zbMATH DE number 6084617
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| English | Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods |
scientific article; zbMATH DE number 6084617 |
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Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (English)
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21 September 2012
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stochastic differential equations
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numerical approximation
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theta method
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consistency
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convergence
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stability
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positivity
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0.7859014868736267
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0.7705646753311157
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