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Convergence and Stability Properties for Numerical Approximations of Stochastic Ordinary Differential Equations (CROSBI ID 332456)

Ocjenski rad | doktorska disertacija

Horvat, Bokor Roža Convergence and Stability Properties for Numerical Approximations of Stochastic Ordinary Differential Equations / Butković, Davor (mentor); Kramli, Andras (neposredni voditelj). Zagreb, Prirodoslovno-matematički fakultet, Zagreb, . 2000

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

Povezanost rada

Matematika