BibTeX
@MISC{Stengle95erroranalysis,
author = {Gilbert Stengle},
title = {Error Analysis of a Randomized Numerical Method},
year = {1995}
}
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Abstract
This paper analyzes a probability model of a representative member of this family. This is a randomized single-step method which generates a sequence Y k by Y k+1 = Y k +
Citations
| 7 | Stochastic differential equations - Sobczyk - 1991 |
| 3 | General linear methods - Butcher |
| 2 | Numerical methods for systems with measurable coefficients - Stengle - 1990 |
| 1 | Probability. Chapter 14 - Breiman - 1968 |
