A new solution method for stochastic differential equations via collocation approach (Q2958276)
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scientific article; zbMATH DE number 6679731
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| English | A new solution method for stochastic differential equations via collocation approach |
scientific article; zbMATH DE number 6679731 |
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A new solution method for stochastic differential equations via collocation approach (English)
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1 February 2017
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stochastic differential equations
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collocation method
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Lamperti transform
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orthogonal polynomials
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0.8428475260734558
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0.8103339076042175
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0.8026294112205505
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0.7970070242881775
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0.7877026796340942
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