Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise (Q5470438)
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scientific article; zbMATH DE number 5029209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise |
scientific article; zbMATH DE number 5029209 |
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Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise (English)
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30 May 2006
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stepsize control
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stochastic differential equations
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small noise
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mean-square numerical methods
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numerical examples
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Euler schemes
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