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Numerical methods for strong solutions of stochastic differential equations: an overview

✍ Scribed by Burrage, K. (author);Burrage, P. M. (author);Tian, T. (author)

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical methods for strong solutions o

✍ Burrage, K. (author);Burrage, P. M. (author);Tian, T. (author) 📂 Article 📅 2004 🏛 Royal Society 🌐 English ⚖ 744 KB

Numerical methods for stochastic differe

✍ Kloeden, Peter ;Platen, Eckhard 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 60 KB

Runge–Kutta Methods for the Strong Appro

✍ Rößler, Andreas 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 705 KB

Numerical Methods for Second‐Order Stoch

✍ Burrage, Kevin; Lenane, Ian; Lythe, Grant 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 291 KB

On the Strong Solutions of Stochastic Di

✍ Veretennikov, A. Yu. 📂 Article 📅 1980 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 830 KB

Stability of numerical methods for solvi

✍ S. S. Artem'ev 📂 Article 📅 1994 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 275 KB