scientific article; zbMATH DE number 1990836

MaRDI QIDQ4431010zbMATH OpenFDO

Authors M. Mohseni Moghadam, G. B. Loghmani

Publication date 13 October 2003

zbMATH Keywords

Adams methodshybrid methodslinear multistep formulapredictor-corrector methodsstochastic differential equationsstrong convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• Numerical Solution to Hybrid Stochastic Differential Systems
• Stochastic stabilization of hybrid differential equations
• A stochastic scheme of approximation for ordinary differential equations
• scientific article; zbMATH DE number 6453934
• scientific article; zbMATH DE number 1398658
• scientific article; zbMATH DE number 939851
• Stochastic Galerkin methods in hyperbolic equations
• scientific article; zbMATH DE number 1931608
• Approximation of ordinary differential equations by stochastic differential equations
• Numerical solution of stochastic hyperbolic equations

Cited in

(4)

• Adams-type methods for the numerical solution of stochastic ordinary differential equations
• Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
• Hybrid Sampling/Spectral Method for Solving Stochastic Coupled Problems
• Numerical Solution to Hybrid Stochastic Differential Systems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4431010)