Expansion of the global error for numerical schemes solving stochastic differential equations (Q5750050): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2092264912 / rank | |||
Normal rank |
Revision as of 19:15, 19 March 2024
scientific article; zbMATH DE number 4184542
Language | Label | Description | Also known as |
---|---|---|---|
English | Expansion of the global error for numerical schemes solving stochastic differential equations |
scientific article; zbMATH DE number 4184542 |
Statements
Expansion of the global error for numerical schemes solving stochastic differential equations (English)
0 references
1990
0 references
numerical schemes
0 references
stochastic differential equations
0 references
global approximation error
0 references
extrapolation methods
0 references