On the Existence and the Applications of Modified Equations for Stochastic Differential Equations (Q3095051): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2029497786 / rank | |||
Normal rank |
Latest revision as of 23:50, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Existence and the Applications of Modified Equations for Stochastic Differential Equations |
scientific article |
Statements
On the Existence and the Applications of Modified Equations for Stochastic Differential Equations (English)
0 references
28 October 2011
0 references
stochastic differential equations
0 references
Langevin equation
0 references
weak convergence
0 references
harmonic oscillator
0 references
multiplicative noise
0 references
backward error analysis
0 references