On numerical methods to second-order singular initial value problems with additive white noise (Q2161072)
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scientific article; zbMATH DE number 7567560
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| English | On numerical methods to second-order singular initial value problems with additive white noise |
scientific article; zbMATH DE number 7567560 |
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On numerical methods to second-order singular initial value problems with additive white noise (English)
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4 August 2022
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stochastic singular initial value problems
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additive white noise
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existence and uniqueness
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Euler-Maruyama method
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strong convergence
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0.88703084
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0.8863055
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0.8861736
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0.8719437
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0.8687929
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0.8678237
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