Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations

Applied Numerical Mathematics

Volumn 44, Issue 3, 2003, Pages 299-312

  Bokor, Rózsa Horváth ^a  

^a UNIVERSITY OF ZAGREB   (Croatia)

Author keywords

Numerical methods; Stochastic ordinary differential equations

Indexed keywords

APPROXIMATION THEORY; NUMERICAL METHODS; RANDOM PROCESSES; RUNGE KUTTA METHODS;

STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS;

ORDINARY DIFFERENTIAL EQUATIONS;

EID: 0037297001     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0168-9274(02)00141-1     Document Type: Article

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