Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems (Q2289976)

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scientific article; zbMATH DE number 7157842
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    Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems
    scientific article; zbMATH DE number 7157842

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      Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems (English)
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      27 January 2020
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      nonlinear stochastic dynamical systems
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      Euler-Maruyama method
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      integration error
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      weak correction
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      change of measures
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