Naslov
Convergence and Stability Properties for Numerical Approximations of Stochastic Ordinary Differential Equations

Autori
Horvat, Bokor Roža

Vrsta, podvrsta i kategorija rada
Ocjenski radovi, doktorska disertacija

Fakultet
PMF - Matematički odjel

Mjesto
Zagreb

Datum
20.10

Godina
2000

Stranica
101

Mentor
Butković, Davor

Neposredni voditelj
Kramli, Andras

Ključne riječi
stochastic multistep methods; comparison theorems; asymptotic stabilty; mean square stability
(stochastic multistep methods; comparison theorems; asymptotic stabilty; mean square stabilityI)

Sažetak
In this Thesis several numerical methods for the solutions of stochastic ODE are treated. By the nature of the problem the underlying stochastic processes are considered at the discrete time points. If the solution is given up to a discrete time point t_n for computing the solution at t_{;n+1}; usually we use its values at one or more preceeding points (one step, multistep methods)

Izvorni jezik
Engleski

Znanstvena područja
Matematika

POVEZANOST RADA