Numerical methods for some nonlinear stochastic differential equations (Q2572654): Difference between revisions
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Revision as of 08:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for some nonlinear stochastic differential equations |
scientific article |
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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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