Numerical methods for some nonlinear stochastic differential equations (Q2572654): Difference between revisions

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Numerical methods for some nonlinear stochastic differential equations
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    Numerical methods for some nonlinear stochastic differential equations (English)
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    4 November 2005
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    The authors prove the convergence of the Euler-Maruyama method for a system of nonlinear stochastic partial differential equations.
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    Euler-Maruyama method
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    moment bounds
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    convergence
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    system of nonlinear stochastic partial differential equations
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