Browsing Preprints aus dem Institut für Mathematik by Subject "Mean-square convergence"

Now showing items 1-2 of 2

2006-08-02Buch

Mean-square convergence of stochastic multi-step methods with variable step-size

Sickenberger, Thorsten

We study mean-square consistency, stability in the mean-square sense and mean-square convergence of drift-implicit linear multi-step methods with variable step-size for the approximation of the solution of Ito stochastic ...
2005-11-03Buch

One-Step Approximations For Stochastic Functional Differential Equations

Buckwar, Evelyn

We consider the problem of strong approximations of the solution of It\^{o} stochastic functional differential equations (SFDEs). We develop a general framework for the convergence of drift-implicit one-step schemes to the ...