Numerical approximation for one type of stochastic differential equations based on the Legendre polynomials (Q3073019)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical approximation for one type of stochastic differential equations based on the Legendre polynomials |
scientific article; zbMATH DE number 5846021
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical approximation for one type of stochastic differential equations based on the Legendre polynomials |
scientific article; zbMATH DE number 5846021 |
Statements
5 February 2011
0 references
stochastic differential equations
0 references
decay coefficient
0 references
stochastic diffusions
0 references
Legendre polynomial
0 references
numerical examples
0 references
exponential convergence
0 references
0.7620660066604614
0 references
0.7608306407928467
0 references
0.7542144656181335
0 references
0.7498244047164917
0 references
0.7457364797592163
0 references
