Expansion of the global error for numerical schemes solving stochastic differential equations (Q5750050): Difference between revisions
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| Property / cites work: Weak Approximation of Solutions of Systems of Stochastic Differential Equations / rank | |||
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| Property / cites work: Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution / rank | |||
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| Property / cites work: Second-order discretization schemes of stochastic differential systems for the computation of the invariant law / rank | |||
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Latest revision as of 13:05, 21 June 2024
scientific article; zbMATH DE number 4184542
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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