S-ROCK methods for stiff Itô SDEs (Q1011858): Difference between revisions

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Revision as of 22:45, 20 February 2024

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S-ROCK methods for stiff Itô SDEs
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    S-ROCK methods for stiff Itô SDEs (English)
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    14 April 2009
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    Stochastic heat equation
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    Gaussian noise
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    stochastic integral
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    fractional Brownian motion
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    spatial covariance function
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