Exponential Timestepping with Boundary Test for Stochastic Differential Equations (Q4442137): Difference between revisions
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Latest revision as of 15:51, 5 March 2024
scientific article; zbMATH DE number 2030001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential Timestepping with Boundary Test for Stochastic Differential Equations |
scientific article; zbMATH DE number 2030001 |
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Exponential Timestepping with Boundary Test for Stochastic Differential Equations (English)
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20 January 2004
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stochastic calculus
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numerical methods
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a posteriori error estimates
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diffusion with boundaries
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comparison of methods
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stochastic differential equation
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numerical experiments
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Euler method
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