Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310): Difference between revisions
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Revision as of 04:54, 5 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions |
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Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (English)
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12 January 2018
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asymptotic mean-square stability
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numerical approximations of stochastic differential equations
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linear stochastic partial differential equations
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Lévy processes
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rational approximations
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Galerkin methods
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spectral methods
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finite element methods
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Euler-Maruyama scheme
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Milstein scheme
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