The discontinuous Galerkin method for stochastic differential equations driven by additive noises (Q2301435)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The discontinuous Galerkin method for stochastic differential equations driven by additive noises |
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The discontinuous Galerkin method for stochastic differential equations driven by additive noises (English)
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24 February 2020
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stochastic differential equation
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discontinuous Galerkin method
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Wiener process
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Brownian motion
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mean-square convergence
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order of convergence
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