Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1051/m2an/2020043 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3040660558 / rank | |||
Normal rank | |||
Revision as of 19:24, 19 March 2024
scientific article; zbMATH DE number 7395673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels |
scientific article; zbMATH DE number 7395673 |
Statements
Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (English)
0 references
15 September 2021
0 references
heat kernel
0 references
high-order discretization
0 references
operator splitting
0 references
Baker-Campbell-Hausdorff formula
0 references
Malliavin calculus
0 references
