Numerical and mathematical analysis of blow-up problems for a stochastic differential equation (Q830011)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical and mathematical analysis of blow-up problems for a stochastic differential equation |
scientific article |
Statements
Numerical and mathematical analysis of blow-up problems for a stochastic differential equation (English)
0 references
7 May 2021
0 references
SDE
0 references
blow-up
0 references
blow-up time
0 references
Euler-Maruyama scheme
0 references
adaptive time step control
0 references
0 references
