General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\) (Q1407721)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\) |
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General theorems for numerical approximation of stochastic processes on the Hilbert space \(H_2([0,T], \mu,\mathbb{R}^d)\) (English)
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25 February 2004
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stochastic-numerical approximation
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stochastic Lax-theorem
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ordinary stochastic differential equations
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drift-implicit Euler methods
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balanced implicit methods
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Hilbert space
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stochastic processes
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systems
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