Multi-step methods for random ODEs driven by Itô diffusions (Q893125)
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scientific article; zbMATH DE number 6508285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-step methods for random ODEs driven by Itô diffusions |
scientific article; zbMATH DE number 6508285 |
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Multi-step methods for random ODEs driven by Itô diffusions (English)
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13 November 2015
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random ODE and PDE
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Itô diffusion
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pathwise convergence
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linear multi-step methods
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B-stability
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method of lines
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0.91668993
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0.89450973
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0.89433354
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0.8920975
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0.8901584
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