Local error estimates for moderately smooth problems. 2. SDEs and SDAEs with small noise
Thorsten Sickenberger · Artikkel · Engelsk
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*0011563814 *008090429s2009 xx# 000 0 eng *019 $bk *08230$a515.3 *100 $aSickenberger, Thorsten$uHeriot-Watt University, Department of Mathematics, Edinburgh, Scotland, UK : t.sickenberger@hw.ac.uk$_160383800 *245 $aLocal error estimates for moderately smooth problems$n2$pSDEs and SDAEs with small noise *300 $aS. [217]-245 : ill. *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *650 $aDifferensialligninger$2norart$_20877800 *650 $afeilberegninger$9nor$2norart$_160383900 *653 $aadaptive methods$9eng$_159405100 *653 $alocal error estimation$9eng$_160384300 *653 $amean-square numerical methods$9eng$_165836600 *653 $asmall noise$9eng$_165836700 *653 $astep-size control$9eng$_160384400 *653 $astochastic differential equations$9eng$_159119100 *653 $astochastic differential-algebraic equations$9eng$_165836800 *700 $aWeinmüller, Ewa;$uTechnische Universität Wien, Institut für Analysis und Scientific Computing, Wien, Austria : e.weinmueller@tuwien.ac.at$_160384500 *700 $aWinkler, Renate$uBergische Universität Wuppertal, Fachbereich C-Mathematik, Wuppertal, Germany : winkler@math.uni-wuppertal.de$_159402900 *773 $tBIT : numerical mathematics$gVol. 49, no. 1 (2009)$x0006-3835$w(NO-LaBS)655878(tnr) *8564 $uhttps://doi.org/10.1007/s10543-009-0209-0 *999 $z900448341$anorart:900448341 ^