Local error estimates for moderately smooth problems: Part II-SDEs and SDAEs with small noise

BIT Numerical Mathematics

Volumn 49, Issue 1, 2009, Pages 217-245

  Sickenberger, Thorsten ^a   Weinmüller, Ewa ^b   Winkler, Renate ^c  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

^b VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

^c UNIVERSITY OF WUPPERTAL   (Germany)

Author keywords

Adaptive methods; Local error estimation; Mean square numerical methods; Small noise; Step size control; Stochastic differential equations; Stochastic differential algebraic equations

Indexed keywords

EID: 61849151876     PISSN: 00063835     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10543-009-0209-0     Document Type: Article

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