On Two-step Schemes for SDEs with Small Noise-Reference-Cited by-同舟云学术

On Two-step Schemes for SDEs with Small Noise

Published:2004-12 Issue:1 Volume:4 Page:15-18
ISSN:1617-7061
Container-title:PAMM
language:en
Short-container-title:Proc. Appl. Math. Mech.

Author:

Buckwar Evelyn,Winkler Renate

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Atomic and Molecular Physics, and Optics

Reference11 articles.

1. Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations

2. Convergence and stability properties for numerical approximations of stochastic ordinary differential equations, Ph. D. thesis, University of Zagreb (2000).

3. and Multi-step methods for SDEs and their application to problems with small noise, Preprint 2003-17, Humboldt University Berlin (2003).

4. Adams methods for the efficient solution of stochastic differential equations with additive noise

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