The Magnus expansion for stochastic differential equations (Q2303772): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00332-019-09578-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2971616761 / rank | |||
Normal rank | |||
Revision as of 21:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Magnus expansion for stochastic differential equations |
scientific article |
Statements
The Magnus expansion for stochastic differential equations (English)
0 references
5 March 2020
0 references
stochastic differential equations
0 references
Magnus expansion
0 references
Lie group
0 references
rooted trees
0 references
intrinsic property
0 references
