scientific article; zbMATH DE number 1494224

MaRDI QIDQ4497378zbMATH OpenFDO

Authors Vigirdas Mackevičius

Publication date 22 August 2000

zbMATH Keywords

extrapolationweak approximation of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• Extrapolation Methods for the Weak Approximation of Ito Diffusions
• Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps
• Extrapolation of the Stochastic Theta Numerical Method for Stochastic Differential Equations
• A new extrapolation method for weak approximation schemes with applications
• Continuous weak approximation for stochastic differential equations

Cited in

(5)

• Approximation of stochastic equations driven by predictable processes
• A new extrapolation method for weak approximation schemes with applications
• Extrapolation Methods for the Weak Approximation of Ito Diffusions
• Approximated exponential integrators for the stochastic Manakov equation
• scientific article; zbMATH DE number 6692864 (Why is no real title available?)

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 Q4497378)