Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936)
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scientific article; zbMATH DE number 7705773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments |
scientific article; zbMATH DE number 7705773 |
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Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (English)
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3 July 2023
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adaptive time-stepping
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stochastic differential equation
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numerical solution
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weak error
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Monte-Carlo method
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Euler scheme
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