S-ROCK methods for stiff Itô SDEs (Q1011858): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q781484 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Tie-Jun Li / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.4310/cms.2008.v6.n4.a3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2045105195 / rank | |||
Normal rank | |||
Latest revision as of 10:14, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | S-ROCK methods for stiff Itô SDEs |
scientific article |
Statements
S-ROCK methods for stiff Itô SDEs (English)
0 references
14 April 2009
0 references
Stochastic heat equation
0 references
Gaussian noise
0 references
stochastic integral
0 references
fractional Brownian motion
0 references
spatial covariance function
0 references
