Výsledky vyhledávání - "Stability and convergence of numerical approximations"
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Zdroj: IMA Journal of Numerical Analysis. 25:57-86
Témata: Numerical solutions to stochastic differential and integral equations, ddc:330, 330 Wirtschaft, Stochastic functional-differential equations, discrete time approximation, Stochastic delay equations, Theoretical approximation of solutions, Stochastic partial differential equations, Stochastic delay equations,Theoretical approximation of solutions,Stochastic partial differential equations,Stability and convergence of numerical approximations, Numerical approximation of solutions of functional-differential equations, 01 natural sciences, Stochastic ordinary differential equations (aspects of stochastic analysis), stochastic differential equations with time delay, forward Euler approximation, Stability and convergence of numerical approximations, weak convergence, 0101 mathematics, Computational methods for stochastic equations (aspects of stochastic analysis), Monte Carlo simulation
Popis souboru: application/xml; application/pdf
Přístupová URL adresa: https://edoc.hu-berlin.de/bitstream/18452/4297/1/88.pdf
https://researchportal.bath.ac.uk/en/publications/weak-approximation-of-stochastic-differential-delay-equations
https://academic.oup.com/imajna/article-abstract/25/1/57/731462
https://edoc.hu-berlin.de/bitstream/18452/4297/1/88.pdf
https://academic.oup.com/imajna/article-abstract/25/1/57/731462/Weak-approximation-of-stochastic-differential
https://edoc.hu-berlin.de/handle/18452/4297
http://hdl.handle.net/10419/62718
http://edoc.hu-berlin.de/18452/4297
https://doi.org/10.18452/3645
https://www.econstor.eu/bitstream/10419/62718/1/725952385.pdf -
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Témata: Stochastic delay equations, Theoretical approximation of solutions, Stochastic partial differential equations, Stability and convergence of numerical approximations, 330 Wirtschaft, ddc:330
Popis souboru: application/pdf
Relation: https://doi.org/10.18452/3645
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