Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786)

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English	Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods	scientific article

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scholarly article

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title

Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (English)

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author

Henri Schurz

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published in

Stochastic Differential Equations and Processes

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publication date

21 September 2012

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zbMATH Keywords

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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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-642-22368-6_1

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Identifiers

zbMATH Open document ID

1258.60042

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DOI

10.1007/978-3-642-22368-6_1

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2914786