Mean Square Convergence of the Numerical Solution of Random Differential Equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s00009-014-0452-8.pdf
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4. Brugnano L., Carreras G., Burrage K.: On the convergence of LMF-type methods for SODEs. Mediterr. J. Math. 1, 297–313 (2004)
5. Burden, R.L., Faires, J.D.: Numerical Analysis, 9th edn. Brooks-Cole, Cengage Learning (2010)
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