Cubature methods for stochastic (partial) differential equations in weighted spaces (Q483627): Difference between revisions
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stochastic partial differential equations | |||
| Property / zbMATH Keywords: stochastic partial differential equations / rank | |||
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cubature methods | |||
| Property / zbMATH Keywords: cubature methods / rank | |||
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Wiener space | |||
| Property / zbMATH Keywords: Wiener space / rank | |||
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higher order weak approximation scheme | |||
| Property / zbMATH Keywords: higher order weak approximation scheme / rank | |||
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| Property / OpenAlex ID: W2087687835 / rank | |||
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| Property / arXiv ID: 1201.4024 / rank | |||
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Revision as of 15:14, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cubature methods for stochastic (partial) differential equations in weighted spaces |
scientific article |
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Cubature methods for stochastic (partial) differential equations in weighted spaces (English)
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17 December 2014
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stochastic partial differential equations
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cubature methods
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Wiener space
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higher order weak approximation scheme
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