Improved linear multi-step methods for stochastic ordinary differential equations
type: Item
instance of: scholarly article
title: Improved linear multi-step methods for stochastic ordinary differential equations
zbMATH Open document ID: 1128.65005
author: Evelyn Buckwar
author: Renate Winkler
published in: Journal of Computational and Applied Mathematics
publication date: 2007-06-14T00:00:00Z
review text: The authors investigate linear multi-step methods for stochastic ordinary differential equations and study their convergence properties for problems with small noise or additive noise. Some useful theoretical and numerical results are presented.
reviewed by: Jialin Hong
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65L06
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 5164881
zbMATH Keywords: stochastic linear multi-step methods
zbMATH Keywords: improved multi-step methods
zbMATH Keywords: mixed classical-stochastic integrals
zbMATH Keywords: stochastic ordinary differential equations
zbMATH Keywords: convergence
zbMATH Keywords: numerical results
MaRDI profile type: Publication
full work available at URL: j.cam.2006.03.038
OpenAlex ID: W2030562161
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DOI: 10.1016/J.CAM.2006.03.038
description: scientific article; zbMATH DE number 5164881