Strong 1.5 order scheme for second-order stochastic differential equations without Levy area (Q2106219): Difference between revisions
From MaRDI portal
Latest revision as of 01:34, 31 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Strong 1.5 order scheme for second-order stochastic differential equations without Levy area |
scientific article |
Statements
Strong 1.5 order scheme for second-order stochastic differential equations without Levy area (English)
0 references
9 December 2022
0 references
initial value problems
0 references
spectral approximation
0 references
numerical solution
0 references
strong convergence
0 references
piecewise version of spectral expansion
0 references
0 references
0 references
0 references
0 references