Multistep methods for SDEs and their application to problems with small noise (Q5470980)
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scientific article; zbMATH DE number 5029834
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| default for all languages | No label defined |
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| English | Multistep methods for SDEs and their application to problems with small noise |
scientific article; zbMATH DE number 5029834 |
Statements
Multistep methods for SDEs and their application to problems with small noise (English)
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2 June 2006
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stochastic linear multistep method
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mean-square convergence
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mean-square numerical stability
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mean-square consistency
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small noise
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two-step Maruyama methods
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0.8603404760360718
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0.8521736860275269
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0.846569836139679
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0.839808464050293
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0.8392220139503479
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