𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Adaptive preconditioning of linear stochastic algebraic systems of equations

✍ Scribed by Feng, Y. T.


Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
213 KB
Volume
23
Category
Article
ISSN
1069-8299

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Adaptive weak approximation of stochasti
✍ Anders Szepessy; RaΓΊl Tempone; Georgios E. Zouraris πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 320 KB

## Abstract Adaptive time‐stepping methods based on the Monte Carlo Euler method for weak approximation of ItΓ΄ stochastic differential equations are developed. The main result is new expansions of the computational error, with computable leading‐order term in a posteriori form, based on stochastic