On the stochastic Magnus expansion and its application to SPDEs (Q2666021): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 2001.01098 / rank | |||
Normal rank | |||
Revision as of 08:42, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stochastic Magnus expansion and its application to SPDEs |
scientific article |
Statements
On the stochastic Magnus expansion and its application to SPDEs (English)
0 references
22 November 2021
0 references
Magnus expansion
0 references
matrix-valued SDE
0 references
stochastic linear systems
0 references
numerical solution of SPDE
0 references
