S-ROCK methods for stiff Itô SDEs (Q1011858)

From MaRDI portal
Revision as of 23:45, 20 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
S-ROCK methods for stiff Itô SDEs
scientific article

    Statements

    S-ROCK methods for stiff Itô SDEs (English)
    0 references
    0 references
    0 references
    14 April 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Stochastic heat equation
    0 references
    Gaussian noise
    0 references
    stochastic integral
    0 references
    fractional Brownian motion
    0 references
    spatial covariance function
    0 references