On the Existence and the Applications of Modified Equations for Stochastic Differential Equations (Q3095051)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the Existence and the Applications of Modified Equations for Stochastic Differential Equations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Existence and the Applications of Modified Equations for Stochastic Differential Equations |
scientific article |
Statements
On the Existence and the Applications of Modified Equations for Stochastic Differential Equations (English)
0 references
28 October 2011
0 references
stochastic differential equations
0 references
Langevin equation
0 references
weak convergence
0 references
harmonic oscillator
0 references
multiplicative noise
0 references
backward error analysis
0 references
