𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Convergence in mean square of factor predictors

✍ Scribed by Wim P. Krijnen


Book ID
111778104
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
174 KB
Volume
57
Category
Article
ISSN
0007-1102

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Mean-square convergence of stochastic mu
✍ Thorsten Sickenberger πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 267 KB

We study mean-square consistency, stability in the mean-square sense and mean-square convergence of drift-implicit linear multistep methods with variable step-size for the approximation of the solution of ItΓ΄ stochastic differential equations. We obtain conditions that depend on the step-size ratios