High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (English)
- New search for: De la Cruz Cancino, H.
- New search for: Biscay, R. J.
- New search for: Jimenez, J. C.
- New search for: Carbonell, F.
- New search for: Ozaki, T.
- New search for: De la Cruz Cancino, H.
- New search for: Biscay, R. J.
- New search for: Jimenez, J. C.
- New search for: Carbonell, F.
- New search for: Ozaki, T.
In:
BIT Numerical Mathematics
;
50
, 3
; 509-539
;
2010
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ISSN:
- Article (Journal) / Print
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Title:High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
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Contributors:De la Cruz Cancino, H. ( author ) / Biscay, R. J. ( author ) / Jimenez, J. C. ( author ) / Carbonell, F. ( author ) / Ozaki, T. ( author )
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Published in:BIT Numerical Mathematics ; 50, 3 ; 509-539
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Publisher:
- New search for: Springer Netherlands
- New search for: Springer
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Place of publication:Dordrecht
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Publication date:2010
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 31.76 / 31.00 / 54.00
- Further information on Basic classification
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Source:
Table of contents – Volume 50, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 451
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EditorialRuhe, Axel et al. | 2010
- 455
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On the stability and error structure of BDF schemes applied to linear parabolic evolution equationsAuzinger, Winfried / Kramer, Felix et al. | 2010
- 481
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GKB-FP: an algorithm for large-scale discrete ill-posed problemsBazán, Fermín S. Viloche / Borges, Leonardo S. et al. | 2010
- 509
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High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noiseCruz Cancino, H. / Biscay, R. J. / Jimenez, J. C. / Carbonell, F. / Ozaki, T. et al. | 2010
- 541
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Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noiseDebrabant, Kristian et al. | 2010
- 559
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Fast transforms for high order boundary conditions in deconvolution problemsDonatelli, Marco et al. | 2010
- 577
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A chain rule for multivariate divided differencesFloater, Michael S. et al. | 2010
- 587
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The dual weighted residuals approach to optimal control of ordinary differential equationsKraft, Karin / Larsson, Stig et al. | 2010
- 609
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Pointwise error estimates for a stabilized Galerkin method: non-selfadjoint problemsKu, Jaeun et al. | 2010
- 631
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A quadrature based method for evaluating exponential-type functions for exponential methodsLópez-Fernández, María et al. | 2010
- 657
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A collocation method for solving singular integro-differential equationsNagamine, André / Cuminato, José Alberto et al. | 2010