A second-order discretization for degenerate systems of stochastic differential equations (Q5077074)
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scientific article; zbMATH DE number 7528320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order discretization for degenerate systems of stochastic differential equations |
scientific article; zbMATH DE number 7528320 |
Statements
A second-order discretization for degenerate systems of stochastic differential equations (English)
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17 May 2022
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stochastic differential equation
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weak approximation
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hypoelliptic diffusion
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