scientific article; zbMATH DE number 6028640

zbMath1239.60044MaRDI QIDQ5390107

Kazuo Amano

Publication date: 27 April 2012

Full work available at URL: http://www.emis.de/journals/EJDE/2012/03/abstr.html

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

zbMATH Keywords

stochastic differential equationNewton's methodsecond order error estimate

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)

Related Items (5)

Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion ⋮ Newton's method for nonlinear stochastic wave equations ⋮ A family of Chaplygin-type solvers for Itô stochastic differential equations ⋮ Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations ⋮ NEWTON S METHOD FOR STOCHASTIC FUNCTIONAL EVOLUTION EQUATIONS IN HILBERT SPACES

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