Numerical Analysis of Stochastic Differential Equations with Explosions (Q5312735)
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scientific article; zbMATH DE number 2198825
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Analysis of Stochastic Differential Equations with Explosions |
scientific article; zbMATH DE number 2198825 |
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Numerical Analysis of Stochastic Differential Equations with Explosions (English)
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25 August 2005
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stochastic differential equations
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blow ups
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explosion time
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adaptive methods
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Euler-Maruyama method
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numerical examples
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stepsize control
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initial value problems
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