Stepsize control for mean-square numerical methods for stochastic differential equations with small noise
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Preprints aus dem Institut für Mathematik ; 8
- Event
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Veröffentlichung
- (where)
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Berlin
- (who)
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Humboldt-Universität zu Berlin
- (when)
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2005
- Creator
- DOI
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10.18452/2606
- URN
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urn:nbn:de:kobv:11-10052400
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:56 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Römisch, Werner
- Winkler, Renate
- Humboldt-Universität zu Berlin
Time of origin
- 2005
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Mean-square convergence of stochastic multi-step methods with variable step-size
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Stability of numerical schemes for stochastic differential with multiplicative noise
Numerical method for solving stochastic differential equations with dichotomous noise
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Activation rates for nonlinear stochastic flows driven by non-Gaussian noise
Mean square stability for discrete linear stochastic systems
Mean square approximation for stochastic differential equations with small noises
Mean field limit for stochastic particle systems with and without common noise
Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations
Mean-square convergence of stochastic multi-step methods with variable step-size
Regularization by White Noise for Stochastic Functional Differential Equations
Stability of numerical schemes for stochastic differential with multiplicative noise
Numerical method for solving stochastic differential equations with dichotomous noise
Noise-Aware Stochastic Optimization
A stochastic maximum principle for Markov chains of mean-field type
Noise Annoyance – What does it mean?