Multistep methods for SDEs and their application to problems with small noise
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Publication:5470980
DOI10.1137/040602857zbMath1117.60068OpenAlexW2054028274MaRDI QIDQ5470980
Evelyn Buckwar, Renate Winkler
Publication date: 2 June 2006
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/09e13f79a2d6877b0edaf0ee3d9df6331b22f811
mean-square convergencesmall noisemean-square consistencytwo-step Maruyama methodsmean-square numerical stabilitystochastic linear multistep method
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