High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295)
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scientific article; zbMATH DE number 7813244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Order Splitting Methods for SDEs Satisfying a Commutativity Condition |
scientific article; zbMATH DE number 7813244 |
Statements
High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (English)
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5 March 2024
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numerical methods for SDEs
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high order strong convergence
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operator splitting
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