Exponential Timestepping with Boundary Test for Stochastic Differential Equations (Q4442137)
From MaRDI portal
scientific article; zbMATH DE number 2030001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential Timestepping with Boundary Test for Stochastic Differential Equations |
scientific article; zbMATH DE number 2030001 |
Statements
Exponential Timestepping with Boundary Test for Stochastic Differential Equations (English)
0 references
20 January 2004
0 references
stochastic calculus
0 references
numerical methods
0 references
a posteriori error estimates
0 references
diffusion with boundaries
0 references
comparison of methods
0 references
stochastic differential equation
0 references
numerical experiments
0 references
Euler method
0 references
