Weak versions of stochastic Adams-Bashforth and semi-implicit leapfrog schemes for SDEs

DOI10.2478/cmam-2012-0002zbMath1284.60136OpenAlexW2028599291MaRDI QIDQ2442029

B. D. Ewald

Publication date: 31 March 2014

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/cmam-2012-0002

zbMATH Keywords

numerical methodsstochastic differential equationsweak schemesmulti-step schemes

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

This page was built for publication: Weak versions of stochastic Adams-Bashforth and semi-implicit leapfrog schemes for SDEs