A non-standard-Euler–Maruyama scheme (Q2804523)

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A non-standard-Euler–Maruyama scheme
scientific article

    Statements

    title
    A non-standard-Euler–Maruyama scheme (English)
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    author
    Frédéric Pierret
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    publication date
    29 April 2016
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    zbMATH Keywords
    finite difference
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    stochastic scheme
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    Euler-Maruyama
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    domain invariance
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    Identifiers

    Mathematics Subject Classification ID
    37H10
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    37M05
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    39A12
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    65C30
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    65C20
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    65L20
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    65L12
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    zbMATH DE Number
    6575452
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    OpenAlex ID
    W2245788301
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