scientific article; zbMATH DE number 1244257

zbMath0912.60067MaRDI QIDQ4226226

Rózsa Horváth-Bokor

Publication date: 24 January 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsstrong solutionsnumerical schemes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Deterministic implicit two-step Milstein methods for stochastic differential equations ⋮ Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations ⋮ Generalized two-step Maruyama methods for stochastic differential equations ⋮ The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations ⋮ Two-step Milstein schemes for stochastic differential equations ⋮ Generalized two-step Milstein methods for stochastic differential equations

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