Stochastic Numerics for Mathematical Physics (Q3383383)

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Stochastic Numerics for Mathematical Physics
scientific article

    Statements

    title
    Stochastic Numerics for Mathematical Physics (English)
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    author
    M. V. Tretyakov
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    Grigori N. Milstein
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    publication date
    23 September 2021
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    zbMATH Keywords
    multi-level Monte Carlo method
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    nonglobally Lipschitz coefficients
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    geometric integrators
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    60H10
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    60H35
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    65C30
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    65C05
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    60J22
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    60J60
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    35R60
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    zbMATH DE Number
    7399608
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