Expansion of the global error for numerical schemes solving stochastic differential equations (Q5750050)
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scientific article; zbMATH DE number 4184542
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansion of the global error for numerical schemes solving stochastic differential equations |
scientific article; zbMATH DE number 4184542 |
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Expansion of the global error for numerical schemes solving stochastic differential equations (English)
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1990
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numerical schemes
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stochastic differential equations
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global approximation error
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extrapolation methods
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