On the stochastic Magnus expansion and its application to SPDEs (Q2666021)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stochastic Magnus expansion and its application to SPDEs |
scientific article |
Statements
On the stochastic Magnus expansion and its application to SPDEs (English)
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22 November 2021
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Magnus expansion
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matrix-valued SDE
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stochastic linear systems
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numerical solution of SPDE
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