An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257): Difference between revisions
From MaRDI portal
Created a new Item |
Created claim: Wikidata QID (P12): Q115397373, #quickstatements; #temporary_batch_1719269348057 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q115397373 / rank | |||
Normal rank | |||
Revision as of 23:53, 24 June 2024
scientific article; zbMATH DE number 7776094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise |
scientific article; zbMATH DE number 7776094 |
Statements
An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (English)
0 references
12 December 2023
0 references
scalar noise
0 references
stochastic Runge-Kutta methods
0 references
Stratonovich stochastic differential equations
0 references
strong order of convergence
0 references
