Some remarks on the numerical approximation of stochastic differential equations (Q3533907)
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scientific article; zbMATH DE number 5356821
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| English | Some remarks on the numerical approximation of stochastic differential equations |
scientific article; zbMATH DE number 5356821 |
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Some remarks on the numerical approximation of stochastic differential equations (English)
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24 October 2008
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convergence
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Euler method
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Adams-Bashforth method
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Heun method
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numerical examples
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0.95113534
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0.9373032
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0.93019664
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