Projection scheme for stochastic differential equations with convex constraints. (Q1877506): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:52, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Projection scheme for stochastic differential equations with convex constraints. |
scientific article |
Statements
Projection scheme for stochastic differential equations with convex constraints. (English)
0 references
7 September 2004
0 references
stochastic differential equations
0 references
variational inequalities
0 references
numerical methods
0 references
