General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations (Q5079566)
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scientific article; zbMATH DE number 7533110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations |
scientific article; zbMATH DE number 7533110 |
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General Full Implicit Strong Taylor Approximations for Stiff Stochastic Differential Equations (English)
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27 May 2022
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stiff stochastic differential equations
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approximations
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backward stochastic Taylor expansions
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full implicit Taylor methods
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