Pregled bibliografske jedinice broj: 189667
On strong consistency for one-step approximations of stochastic ordinary differential equations
On strong consistency for one-step approximations of stochastic ordinary differential equations // Proceedings of the Conference on Applied Mathematics and Scientific Computing / Drmac, Zlatko ; Marušić, Miljenko ; Tutek, Zvonimir (ur.).
Brijuni, Hrvatska: Springer, 2005. str. 197-205 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
CROSBI ID: 189667 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
On strong consistency for one-step approximations of stochastic ordinary differential equations
Autori
Horvath-Bokor, Rozsa
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni
Izvornik
Proceedings of the Conference on Applied Mathematics and Scientific Computing
/ Drmac, Zlatko ; Marušić, Miljenko ; Tutek, Zvonimir - : Springer, 2005, 197-205
Skup
Conference on Applied Mathematics and Scientific Computing, ApplMath03
Mjesto i datum
Brijuni, Hrvatska, 23.06.2003. - 27.06.2003
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Međunarodna recenzija
Ključne riječi
Stochastic ordinary differential equations; numerical methods; convergence; consistency; local errors
Sažetak
In numerical approximation for stochastic ordinary differential equations (SODEs) the main concept such as realtionship between local errors and strong consistency are considered. The main result is that consistency conditions given in [P. Kloeden and E. Platten] and local errors are equivalent under appropriate conditions.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
