S-ROCK methods for stiff Itô SDEs (Q1011858)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | S-ROCK methods for stiff Itô SDEs |
scientific article |
Statements
S-ROCK methods for stiff Itô SDEs (English)
0 references
14 April 2009
0 references
Stochastic heat equation
0 references
Gaussian noise
0 references
stochastic integral
0 references
fractional Brownian motion
0 references
spatial covariance function
0 references
