scientific article; zbMATH DE number 926738

zbMath0856.60062MaRDI QIDQ4892161

Yaozhong Hu

Publication date: 15 September 1996

Full work available at URL: http://www.numdam.org/item?id=SPS_1996__30__218_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

discretization schemesnumerical solutions of stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (6)

Discrete-time approximations of stochastic delay equations: the Milstein scheme. ⋮ ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems ⋮ Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions ⋮ Stochastic quantization and ergodic theorem for density of diffusions ⋮ Taylor schemes for rough differential equations and fractional diffusions ⋮ A family of weak stochastic Newmark methods for simplified and efficient Monte Carlo simulations of oscillators

This page was built for publication: