scientific article; zbMATH DE number 3990826

zbMATH Open0612.65099MaRDI QIDQ3753451FDOQ3753451

Authors: Luis Casasús Latorre 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Euler methodquadratic mean convergence

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited In (8)

• Title not available (Why is that?)
• Convergence rates for finite elementapproximations of stochastic partial differential equations
• Numerical evaluation of the stochastic integral using mechanical quadrature rules
• Almost sure convergence of the numerical discretization of stochastic jump diffusions
• Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations
• Multivalued stochastic differential equations: Convergence of a numerical scheme
• Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
• Error and convergence of two numerical schemes for stochastic differential equations

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