High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295): Difference between revisions

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scientific article; zbMATH DE number 7813244
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English
High Order Splitting Methods for SDEs Satisfying a Commutativity Condition
scientific article; zbMATH DE number 7813244

    Statements

    High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (English)
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    5 March 2024
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    numerical methods for SDEs
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    high order strong convergence
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    operator splitting
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