A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators (Q2834565)

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A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators
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    A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators (English)
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    23 November 2016
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    splitting algorithms
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    Langevin equations
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    word series
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    local errors
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    Stratonovich stochastic differential equations
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    order conditions
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    B-series
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    Runge-Kutta
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