scientific article; zbMATH DE number 2163277

MaRDI QIDQ4672118zbMATH OpenFDO

Authors Rózsa Horváth-Bokor

Publication date 29 April 2005

zbMATH Keywords

consistencyconvergencelocal errorsstochastic ordinary 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) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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Cited in

(1)

• One-step approximations for stochastic functional differential equations

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