Convergence analysis of a splitting method for stochastic differential equations (Q3618396)
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scientific article; zbMATH DE number 5538614
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| English | Convergence analysis of a splitting method for stochastic differential equations |
scientific article; zbMATH DE number 5538614 |
Statements
31 March 2009
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stochastic differential equation
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drift-implicit splitting scheme
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Brownian motion
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0.8223147988319397
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0.8039714097976685
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0.8035581111907959
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0.7952861189842224
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