Probability bounds and asymptotic properties of error propagation

DOI10.1016/0898-1221(83)90132-3zbMath0526.65055OpenAlexW2006168925WikidataQ127525926 ScholiaQ127525926MaRDI QIDQ594556

Matyas Arato

Publication date: 1983

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(83)90132-3

zbMATH Keywords

systemsWiener processmoving boundaryone-step methodfirst orderaccumulated round-off errorIto type differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Roundoff error (65G50) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

• Linear stochastic systems with constant coefficients. A statistical approach
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