On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (Q901418): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963245941 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1309.3189 / rank | |||
Normal rank | |||
Revision as of 17:39, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method |
scientific article |
Statements
On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (English)
0 references
12 January 2016
0 references
semi-discrete method
0 references
super-linear drift and diffusion
0 references
Hölder continuous
0 references
3/2-model
0 references
order of convergence
0 references
