An adaptive algorithm for solving stochastic multi-point boundary value problems (Q6826744)
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scientific article; zbMATH DE number 6705288
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| English | An adaptive algorithm for solving stochastic multi-point boundary value problems |
scientific article; zbMATH DE number 6705288 |
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An adaptive algorithm for solving stochastic multi-point boundary value problems (English)
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12 April 2017
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stochastic differential equations
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multi-point boundary value problems
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multiple-shooting method
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adaptive time-stepping
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operator splitting
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numerical examples
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convergence
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