Skip to main content
Book Chapter

Numerical Schemes for RODEs with Affine Noise

Springer Nature, (2017), 129-142
DOI: 10.1007/978-981-10-6265-0_11
0Citations
Citations of this article
1Readers
Mendeley users who have this article in their library.
Get full text

Abstract

One-step numerical schemes for RODEs with affine noise are derived. Affine-RODE Taylor schemes for bounded, additive and commutative noise are considered. Derivative-free schemes are presented along with multi-step and Runge-Kutta schemes.

Author supplied keywords

Cite

CITATION STYLE

APA

Han, X., & Kloeden, P. E. (2017). Numerical Schemes for RODEs with Affine Noise. In Probability Theory and Stochastic Modelling (Vol. 85, pp. 129–142). Springer Nature. https://doi.org/10.1007/978-981-10-6265-0_11

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free