Adams methods for the efficient solution of stochastic differential equations with additive noise:
Abstract: "The application of Adams methods for the numerical solution of stochastic differential equations is considered. Especially we discuss the pathwise (strong) solutions of stochastic differential equations with additive noise and there [sic] numerical computations. The special structure...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
München
1995
|
| Series: | Technische Universität <München>: TUM-MATH
9508 |
| Subjects: | |
| Summary: | Abstract: "The application of Adams methods for the numerical solution of stochastic differential equations is considered. Especially we discuss the pathwise (strong) solutions of stochastic differential equations with additive noise and there [sic] numerical computations. The special structure of these problems recommends the application of the Adams methods, which are used for deterministic differential equations very successfully. Applications to circuit simulation are presented." |
| Physical Description: | 19 S. graph. Darst. |
Staff View
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| 490 | 1 | |a Technische Universität <München>: TUM-MATH |v 9508 | |
| 520 | 3 | |a Abstract: "The application of Adams methods for the numerical solution of stochastic differential equations is considered. Especially we discuss the pathwise (strong) solutions of stochastic differential equations with additive noise and there [sic] numerical computations. The special structure of these problems recommends the application of the Adams methods, which are used for deterministic differential equations very successfully. Applications to circuit simulation are presented." | |
| 650 | 4 | |a Electronic circuits | |
| 650 | 4 | |a Electronic noise | |
| 650 | 4 | |a Stochastic differential equations | |
| 700 | 1 | |a Schäffler, Stefan |d 1960- |e Verfasser |0 (DE-588)1038699452 |4 aut | |
| 830 | 0 | |a Technische Universität <München>: TUM-MATH |v 9508 |w (DE-604)BV006186461 |9 9508 | |
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Record in the Search Index
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| author | Denk, Georg Schäffler, Stefan 1960- |
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| bvnumber | BV010756822 |
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| id | DE-604.BV010756822 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:58:22Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007184108 |
| oclc_num | 35591353 |
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| owner | DE-12 DE-91G DE-BY-TUM |
| owner_facet | DE-12 DE-91G DE-BY-TUM |
| physical | 19 S. graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| record_format | marc |
| series | Technische Universität <München>: TUM-MATH |
| series2 | Technische Universität <München>: TUM-MATH |
| spelling | Denk, Georg Verfasser aut Adams methods for the efficient solution of stochastic differential equations with additive noise Georg Denk ; Stefan Schäffler München 1995 19 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Technische Universität <München>: TUM-MATH 9508 Abstract: "The application of Adams methods for the numerical solution of stochastic differential equations is considered. Especially we discuss the pathwise (strong) solutions of stochastic differential equations with additive noise and there [sic] numerical computations. The special structure of these problems recommends the application of the Adams methods, which are used for deterministic differential equations very successfully. Applications to circuit simulation are presented." Electronic circuits Electronic noise Stochastic differential equations Schäffler, Stefan 1960- Verfasser (DE-588)1038699452 aut Technische Universität <München>: TUM-MATH 9508 (DE-604)BV006186461 9508 |
| spellingShingle | Denk, Georg Schäffler, Stefan 1960- Adams methods for the efficient solution of stochastic differential equations with additive noise Technische Universität <München>: TUM-MATH Electronic circuits Electronic noise Stochastic differential equations |
| title | Adams methods for the efficient solution of stochastic differential equations with additive noise |
| title_auth | Adams methods for the efficient solution of stochastic differential equations with additive noise |
| title_exact_search | Adams methods for the efficient solution of stochastic differential equations with additive noise |
| title_full | Adams methods for the efficient solution of stochastic differential equations with additive noise Georg Denk ; Stefan Schäffler |
| title_fullStr | Adams methods for the efficient solution of stochastic differential equations with additive noise Georg Denk ; Stefan Schäffler |
| title_full_unstemmed | Adams methods for the efficient solution of stochastic differential equations with additive noise Georg Denk ; Stefan Schäffler |
| title_short | Adams methods for the efficient solution of stochastic differential equations with additive noise |
| title_sort | adams methods for the efficient solution of stochastic differential equations with additive noise |
| topic | Electronic circuits Electronic noise Stochastic differential equations |
| topic_facet | Electronic circuits Electronic noise Stochastic differential equations |
| volume_link | (DE-604)BV006186461 |
| work_keys_str_mv | AT denkgeorg adamsmethodsfortheefficientsolutionofstochasticdifferentialequationswithadditivenoise AT schafflerstefan adamsmethodsfortheefficientsolutionofstochasticdifferentialequationswithadditivenoise |