On Strong Consistency for One-Step Approximations of Stochastic Ordinary Differential Equations

Rózsa Horváth Bokor ()
Additional contact information
Rózsa Horváth Bokor: University of Veszprém, Department of Mathematics and Computing

A chapter in Proceedings of the Conference on Applied Mathematics and Scientific Computing, 2005, pp 197-205 from Springer

Abstract: Abstract In numerical approximation for stochastic ordinary differential equations (SODEs) the main concepts such as relationship between local errors and strong consistency are considered. The main result that consistency conditions given in [P. Kloeden and E. Platen, Numerical Solution of Stochastic Ordinary Differential Equations, Springer-Verlag, 1992] and local errors are equivalent under appropriate conditions.

Keywords: Stochastic ordinary differential equations; numerical methods; convergence; consistency; local errors (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4020-3197-7_13

Ordering information: This item can be ordered from
http://www.springer.com/9781402031977

DOI: 10.1007/1-4020-3197-1_13

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().