Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
type: Item
instance of: scholarly article
title: Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
zbMATH Open document ID: 1258.60042
DOI: 10.1007/978-3-642-22368-6_1
author: Henri Schurz
published in: Stochastic Differential Equations and Processes
publication date: 2012-09-21T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6084617
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: numerical approximation
zbMATH Keywords: theta method
zbMATH Keywords: consistency
zbMATH Keywords: convergence
zbMATH Keywords: stability
zbMATH Keywords: positivity
MaRDI profile type: Publication
full work available at URL: 978-3-642-22368-6 1
OpenAlex ID: W415404417
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Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (reviewed by)
reviewed by: Martin Georg Riedler