Expansion of the global error for numerical schemes solving stochastic differential equations (Q5750050): Difference between revisions

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Latest revision as of 13:05, 21 June 2024

scientific article; zbMATH DE number 4184542
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English
Expansion of the global error for numerical schemes solving stochastic differential equations
scientific article; zbMATH DE number 4184542

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    Expansion of the global error for numerical schemes solving stochastic differential equations (English)
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    1990
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    numerical schemes
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    stochastic differential equations
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    global approximation error
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    extrapolation methods
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