On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence (Q1792589)
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English | On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence |
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On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence (English)
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12 October 2018
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iterated stochastic Ito integral
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Fourier series
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numerical method
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mean-square convergence
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