Adaptive time-stepping strategies for nonlinear stochastic systems (Q4555980)
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scientific article; zbMATH DE number 6983855
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| English | Adaptive time-stepping strategies for nonlinear stochastic systems |
scientific article; zbMATH DE number 6983855 |
Statements
Adaptive time-stepping strategies for nonlinear stochastic systems (English)
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23 November 2018
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stochastic differential equations
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adaptive time stepping
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Euler-Maruyama method
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locally Lipschitz drift coefficient
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strong convergence
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0.8269922733306885
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0.8094925284385681
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0.8085775971412659
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0.7995764017105103
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0.7899399995803833
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