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Multi-Colored Rooted Tree Analysis of the Order Conditions of Weak Schemes for Stochastic Differential Equations with a Multi-Dimensional Wiener Process
http://hdl.handle.net/10228/925
http://hdl.handle.net/10228/925b47df4cf-9caf-4338-9e75-c9ef14b6df98
| 名前 / ファイル | ライセンス | アクション |
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csse-19.pdf (327.5 kB)
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| アイテムタイプ | テクニカルレポート = Technical Report(1) | |||||||||||||
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| 公開日 | 2008-02-04 | |||||||||||||
| 資源タイプ | ||||||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||||||||||
| 資源タイプ | technical report | |||||||||||||
| タイトル | ||||||||||||||
| タイトル | Multi-Colored Rooted Tree Analysis of the Order Conditions of Weak Schemes for Stochastic Differential Equations with a Multi-Dimensional Wiener Process | |||||||||||||
| 言語 | en | |||||||||||||
| 言語 | ||||||||||||||
| 言語 | eng | |||||||||||||
| 著者 |
小守, 良雄
× 小守, 良雄
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| 抄録 | ||||||||||||||
| 内容記述タイプ | Abstract | |||||||||||||
| 内容記述 | The aim of the present paper is to give the tractable way of seeking weak orderconditions of a stochastic Runge-Kutta family for stochastic differential equationswith a multi-dimensional Wiener process. This is accomplished by the extensionof the rooted tree analysis for ordinary Runge-Kutta methods. It is illustratedthat weak order conditions can be obtained directly from diagrams for multi-coloredrooted trees in quite a transparent manner. | |||||||||||||
| 言語 | en | |||||||||||||
| 備考 | ||||||||||||||
| 内容記述タイプ | Other | |||||||||||||
| 内容記述 | [Remark] The material in this report has been superseded by the following paper: Y. Komori (2007), Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family, Applied Numerical Mathematics, 57(2), 147-165. | |||||||||||||
| 言語 | en | |||||||||||||
| 書誌情報 |
en : Technical Report in Computer Science and Systems Engineering 発行日 2003-10-10 |
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| 出版社 | ||||||||||||||
| 出版者 | 九州工業大学 | |||||||||||||
| 言語 | ja | |||||||||||||
| ISSN | ||||||||||||||
| 収録物識別子タイプ | PISSN | |||||||||||||
| 収録物識別子 | 1344-8803 | |||||||||||||
| 出版タイプ | ||||||||||||||
| 出版タイプ | VoR | |||||||||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||||||
| テクニカルレポートNo. | ||||||||||||||
| CSSE-19 | ||||||||||||||
| 異版である | ||||||||||||||
| 関連タイプ | isVersionOf | |||||||||||||
| 識別子タイプ | DOI | |||||||||||||
| 関連識別子 | https://doi.org/10.1016/j.apnum.2006.02.002 | |||||||||||||
| 研究者情報 | ||||||||||||||
| https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | ||||||||||||||
