On the Existence and the Applications of Modified Equations for Stochastic Differential Equations (Q3095051): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Existence and the Applications of Modified Equations for Stochastic Differential Equations |
scientific article |
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On the Existence and the Applications of Modified Equations for Stochastic Differential Equations (English)
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28 October 2011
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stochastic differential equations
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Langevin equation
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weak convergence
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harmonic oscillator
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multiplicative noise
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backward error analysis
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