A quick probability-oriented introduction to operator splitting methods

DOI10.3842/TSP-9730669368-34MaRDI QIDQ6600468zbMATH OpenFDO

Authors M. B. Vovchanskii

Publication date 9 September 2024

Published in Theory of Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3842/TSP-9730669368-34

zbMATH Keywords

Trotter-Kato formulaexponential splittingoperator splitting methods

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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