Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion (Q2207514)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion |
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Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion (English)
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23 October 2020
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Fourier-Legendre series
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iterated Ito stochastic integral
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iterated Stratonovich stochastic integral
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Ito stochastic differential equation
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Taylor-Stratonovich expansion
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