Modified equations for stochastic differential equations (Q2492724)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified equations for stochastic differential equations |
scientific article |
Statements
Modified equations for stochastic differential equations (English)
0 references
14 June 2006
0 references
backward error analysis
0 references
stochastic differential equations
0 references
weak convergence
0 references
Euler approximations
0 references
0 references
