On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (Q901418): Difference between revisions
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Revision as of 17:39, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method |
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On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (English)
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12 January 2016
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semi-discrete method
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super-linear drift and diffusion
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Hölder continuous
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3/2-model
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order of convergence
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