scientific article; zbMATH DE number 1291152

zbMATH Open0924.60040MaRDI QIDQ4241271FDOQ4241271

Authors: Susanne Mauthner 

Publication date: 25 May 1999

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

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zbMATH Keywords

simulationstochastic differential equationstep size control

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (9)

• Adaptive schemes for the numerical solution of SDEs -- a comparison
• Coefficients of Runge-Kutta Schemes for Itô Stochastic Differential Equations
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations
• A variable step-size control algorithm for the weak approximation of stochastic differential equations
• Title not available (Why is that?)
• Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
• Mean-square convergence of stochastic multi-step methods with variable step-size
• A step size control algorithm for the weak approximation of stochastic differential equations
• An adaptive discretization algorithm for the weak approximation of stochastic differential equations

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