Modeling fast diffusion processes in time integration of stiff stochastic differential equations (Q2084923)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling fast diffusion processes in time integration of stiff stochastic differential equations |
scientific article |
Statements
Modeling fast diffusion processes in time integration of stiff stochastic differential equations (English)
0 references
13 October 2022
0 references
stiff stochastic differential equation
0 references
fast diffusion
0 references
linear diffusion approximation
0 references
mean-square convergence
0 references
weak convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
