On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (Q901418): Difference between revisions
From MaRDI portal
Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1515/cmam-2015-0028 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1515/CMAM-2015-0028 / rank | |||
Normal rank | |||
Latest revision as of 07:49, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method |
scientific article |
Statements
On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method (English)
0 references
12 January 2016
0 references
semi-discrete method
0 references
super-linear drift and diffusion
0 references
Hölder continuous
0 references
3/2-model
0 references
order of convergence
0 references
