Projection scheme for stochastic differential equations with convex constraints. (Q1877506): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:01, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Projection scheme for stochastic differential equations with convex constraints. |
scientific article |
Statements
Projection scheme for stochastic differential equations with convex constraints. (English)
0 references
7 September 2004
0 references
stochastic differential equations
0 references
variational inequalities
0 references
numerical methods
0 references