Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation (Q5097376)
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scientific article; zbMATH DE number 7574504
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| English | Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation |
scientific article; zbMATH DE number 7574504 |
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Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation (English)
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23 August 2022
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stochastic Langevin equation
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non-globally monotone coefficient
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splitting AVF scheme
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density function
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strong convergence
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Malliavin calculus
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0.7244697213172913
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0.6997238993644714
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0.69790118932724
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0.694792628288269
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0.6941843628883362
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