Improved linear multi-step methods for stochastic ordinary differential equations (Q885943)
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scientific article; zbMATH DE number 5164881
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved linear multi-step methods for stochastic ordinary differential equations |
scientific article; zbMATH DE number 5164881 |
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Improved linear multi-step methods for stochastic ordinary differential equations (English)
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14 June 2007
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The authors investigate linear multi-step methods for stochastic ordinary differential equations and study their convergence properties for problems with small noise or additive noise. Some useful theoretical and numerical results are presented.
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stochastic linear multi-step methods
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improved multi-step methods
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mixed classical-stochastic integrals
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stochastic ordinary differential equations
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convergence
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numerical results
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