scientific article

zbMath1240.35001MaRDI QIDQ3101969

Arnulf Jentzen, Peter E. Kloeden

Publication date: 1 December 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical schemesmild solutionsmultiplicative noiseadditive noiserandom ordinary differential equationsIto-Taylor expansionsexistence, uniqueness, and regularity of solutionshigher-order numerical methods

Mathematics Subject Classification ID

Theoretical approximation in context of PDEs (35A35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)

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