Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems (Q2289976)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems |
scientific article |
Statements
Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems (English)
0 references
27 January 2020
0 references
nonlinear stochastic dynamical systems
0 references
Euler-Maruyama method
0 references
integration error
0 references
weak correction
0 references
change of measures
0 references
0 references
0 references
0 references
0 references
0 references
0 references
