Modified equations for stochastic differential equations (Q2492724): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
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/10.1007/s10543-005-0041-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2084807853 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansion of stochastic flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: An efficient approximation method for stochastic differential equations by means of the exponential Lie series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4531870 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Methods for Stochastic Systems Preserving Symplectic Structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-symplectic methods for Langevin-type equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the relation between ordinary and stochastic differential equations / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 15:57, 24 June 2024

scientific article
Language Label Description Also known as
English
Modified equations for stochastic differential equations
scientific article

    Statements

    Modified equations for stochastic differential equations (English)
    0 references
    0 references
    0 references
    14 June 2006
    0 references
    backward error analysis
    0 references
    stochastic differential equations
    0 references
    weak convergence
    0 references
    Euler approximations
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references