Numerical methods for some nonlinear stochastic differential equations (Q2572654): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 08:12, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical methods for some nonlinear stochastic differential equations |
scientific article |
Statements
Numerical methods for some nonlinear stochastic differential equations (English)
0 references
4 November 2005
0 references
The authors prove the convergence of the Euler-Maruyama method for a system of nonlinear stochastic partial differential equations.
0 references
Euler-Maruyama method
0 references
moment bounds
0 references
convergence
0 references
system of nonlinear stochastic partial differential equations
0 references