Abstract
In this chapter we summarize the basic concepts and assertions of the numerical analysis of initial value problems for deterministic ordinary differential equations. The material is presented so as to facilitate generalizations to the stochastic setting and to highlight the differences between the deterministic and stochastic cases.
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Bibliographical Notes
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© 1992 Springer-Verlag Berlin Heidelberg
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Kloeden, P.E., Platen, E. (1992). Time Discrete Approximation of Deterministic Differential Equations. In: Numerical Solution of Stochastic Differential Equations. Applications of Mathematics, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-12616-5_8
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DOI: https://doi.org/10.1007/978-3-662-12616-5_8
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08107-1
Online ISBN: 978-3-662-12616-5
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