Convergence and Stability Properties for Numerical Approximations of Stochastic Ordinary Differential Equations (CROSBI ID 332456)
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Podaci o odgovornosti
Horvat, Bokor Roža
Butković, Davor
Kramli, Andras
engleski
Convergence and Stability Properties for Numerical Approximations of Stochastic Ordinary Differential Equations
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)
stochastic multistep methods; comparison theorems; asymptotic stabilty; mean square stabilityI
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Podaci o izdanju
101
20.10.2000.
obranjeno
Podaci o ustanovi koja je dodijelila akademski stupanj
Prirodoslovno-matematički fakultet, Zagreb
Zagreb