scientific article; zbMATH DE number 1494224

zbMATH Open0962.60060MaRDI QIDQ4497378FDOQ4497378

Authors: Vigirdas Mackevičius 

Publication date: 22 August 2000

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

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

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)

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
• Title not available (Why is that?)

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)