Strong 1.5 order scheme for second-order stochastic differential equations without Levy area (Q2106219): Difference between revisions

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Latest revision as of 01:34, 31 July 2024

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Strong 1.5 order scheme for second-order stochastic differential equations without Levy area
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    Strong 1.5 order scheme for second-order stochastic differential equations without Levy area (English)
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    9 December 2022
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    initial value problems
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    spectral approximation
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    numerical solution
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    strong convergence
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    piecewise version of spectral expansion
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