Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation (Q5097376): Difference between revisions

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Property / DOI: 10.1090/mcom/3752 / rank
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Latest revision as of 15:55, 30 December 2024

scientific article; zbMATH DE number 7574504
Language Label Description Also known as
English
Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation
scientific article; zbMATH DE number 7574504

    Statements

    Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation (English)
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    23 August 2022
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    stochastic Langevin equation
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    non-globally monotone coefficient
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    splitting AVF scheme
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    density function
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    strong convergence
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    Malliavin calculus
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