Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (Q4958839): Difference between revisions

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Revision as of 14:42, 26 July 2024

scientific article; zbMATH DE number 7395673
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English
Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels
scientific article; zbMATH DE number 7395673

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    Operator splitting around Euler–Maruyama scheme and high order discretization of heat kernels (English)
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    15 September 2021
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    heat kernel
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    high-order discretization
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    operator splitting
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    Baker-Campbell-Hausdorff formula
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    Malliavin calculus
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