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Found 13 Documents (Results 1–13)

Stability of superimplicit numerical methods for stochastic differential equations. (English) Zbl 0852.65146

Kliemann, W. H. (ed.) et al., Nonlinear dynamics and stochastic mechanics. Proceedings of the international symposium, Waterloo, Canada, August 28–September 1, 1993. Providence, RI: American Mathematical Society. Fields Inst. Commun. 9, 93-104 (1996).
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Contributions to weak approximation of stochastic differential equations. (Beiträge zur schwachen Approximation stochastischer Differentialgleichungen.) (German) Zbl 0840.65146

Humboldt-Universität zu Berlin, Fachbereich Mathematik. Seminarberichte. 95,2. Berlin: Humboldt-Univ. 114 p. (1995).
Reviewer: N.Hofmann (Berlin)
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