An efficient spectral method for the numerical solution to some classes of stochastic differential equations (Q5011137): Difference between revisions
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Revision as of 19:26, 5 March 2024
scientific article; zbMATH DE number 7386952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient spectral method for the numerical solution to some classes of stochastic differential equations |
scientific article; zbMATH DE number 7386952 |
Statements
An efficient spectral method for the numerical solution to some classes of stochastic differential equations (English)
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27 August 2021
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numerical approximation
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spectral expansion
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stochastic collocation
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stochastic differential equations
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