Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise
type: Item
instance of: scholarly article
title: Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise
zbMATH Open document ID: 1170.65005
author: Thorsten Sickenberger
author: E. B. Weinmüller
author: Renate Winkler
published in: BIT
publication date: 2009-04-29T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34A09
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 65L80
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 65L70
zbMATH DE Number: 5549599
zbMATH Keywords: local error estimation
zbMATH Keywords: step-size control
zbMATH Keywords: adaptive methods
zbMATH Keywords: initial value problems
zbMATH Keywords: mean-square methods
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: stochastic differential-algebraic equations
zbMATH Keywords: numerical experiments
MaRDI profile type: Publication
full work available at URL: s10543-009-0209-0
OpenAlex ID: W2023064562
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DOI: 10.1007/S10543-009-0209-0
description: scientific article; zbMATH DE number 5549599