One-Step Approximations For Stochastic Functional Differential Equations

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Preprints aus dem Institut für Mathematik ; 12

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2005

Creator: Buckwar, Evelyn

DOI: 10.18452/2584

URN: urn:nbn:de:kobv:11-10052182

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:45 PM CET

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Buckwar, Evelyn
Humboldt-Universität zu Berlin

Time of origin

2005

Other Objects (12)

Solutions and approximations of some Lévy-driven stochastic (partial) differential equations

Hochschulschrift

Strong convergence rates for numerical approximations of stochastic partial differential equations

Multi-step Maruyama methods for stochastic delay differential equations

Upper error bounds for approximations of stochastic differential equations with markovian switching

zweidimensionales bewegtes Bild

Stochastic differential equations

Improved linear multi-step methods for stochastic ordinary differential equations

Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term

Arbeitspapier

Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term

Hochschulschrift

Yosida approximations for multivalued stochastic differential equations on Banach spaces via a Gelfand triple

Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations

MAPLE for Stochastic Differential Equations

Solutions and approximations of some Lévy-driven stochastic (partial) differential equations

Hochschulschrift

Strong convergence rates for numerical approximations of stochastic partial differential equations

Multi-step Maruyama methods for stochastic delay differential equations

Upper error bounds for approximations of stochastic differential equations with markovian switching

zweidimensionales bewegtes Bild

Stochastic differential equations

Improved linear multi-step methods for stochastic ordinary differential equations

Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term

Arbeitspapier

Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term

Hochschulschrift

Yosida approximations for multivalued stochastic differential equations on Banach spaces via a Gelfand triple

Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations

MAPLE for Stochastic Differential Equations

Solutions and approximations of some Lévy-driven stochastic (partial) differential equations

Hochschulschrift

Strong convergence rates for numerical approximations of stochastic partial differential equations

Multi-step Maruyama methods for stochastic delay differential equations

Upper error bounds for approximations of stochastic differential equations with markovian switching

zweidimensionales bewegtes Bild

Stochastic differential equations

Improved linear multi-step methods for stochastic ordinary differential equations

Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term

Arbeitspapier

Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term

Hochschulschrift

Yosida approximations for multivalued stochastic differential equations on Banach spaces via a Gelfand triple

Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations

MAPLE for Stochastic Differential Equations

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

One-Step Approximations For Stochastic Functional Differential Equations

Object Details

References and Relationships

Contributors, Places and Time

Further information

Data provider

Associated

Time of origin

Other Objects (12)

Solutions and approximations of some Lévy-driven stochastic (partial) differential equations

Strong convergence rates for numerical approximations of stochastic partial differential equations

Multi-step Maruyama methods for stochastic delay differential equations

Upper error bounds for approximations of stochastic differential equations with markovian switching

Stochastic differential equations

Stochastic differential equations

Improved linear multi-step methods for stochastic ordinary differential equations

Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term

Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term

Yosida approximations for multivalued stochastic differential equations on Banach spaces via a Gelfand triple

Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations

MAPLE for Stochastic Differential Equations

Solutions and approximations of some Lévy-driven stochastic (partial) differential equations

Strong convergence rates for numerical approximations of stochastic partial differential equations

Multi-step Maruyama methods for stochastic delay differential equations

Upper error bounds for approximations of stochastic differential equations with markovian switching

Stochastic differential equations

Stochastic differential equations

Improved linear multi-step methods for stochastic ordinary differential equations

Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term

Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term

Yosida approximations for multivalued stochastic differential equations on Banach spaces via a Gelfand triple

Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations

MAPLE for Stochastic Differential Equations

Solutions and approximations of some Lévy-driven stochastic (partial) differential equations

Strong convergence rates for numerical approximations of stochastic partial differential equations

Multi-step Maruyama methods for stochastic delay differential equations

Upper error bounds for approximations of stochastic differential equations with markovian switching

Stochastic differential equations

Stochastic differential equations

Improved linear multi-step methods for stochastic ordinary differential equations

Euler-Maruyama and Milstein Approximations for Stochastic Functional Differential Equations with Distributed Memory Term

Euler-Maruyama and Milstein approximations for stochastic functional differential equations with distributed memory term

Yosida approximations for multivalued stochastic differential equations on Banach spaces via a Gelfand triple

Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations

MAPLE for Stochastic Differential Equations

Related objects

Reset password