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scientific article; zbMATH DE number 6762859
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6762859 |
Statements
21 August 2017
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explicit numerical method
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finite-difference numerical method
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implicit numerical method
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Ito stochastic differential equation
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Ito stochastic integral
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Legendre polynomial
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MATLAB program
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mean-square convergence
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multiple Fourier series
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multiple Fourier-legemdre series
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multiple ito stochastic integral
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multiple stochastic integral expansion
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multiple Stratonovich stochastic integral
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multiple trigonometric Fourier series
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numerical integration
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numerical method
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numerical method of Runge-Kutta type
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numerical modeling
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one-step numerical method
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Parseval equality
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stochastic differential equation
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stochastic differential equation with jump component
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stochastic integral on martingale
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stochastic integral on Poisson measure
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stochastic Taylor expansion
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Stratonovich stochastic integral
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strong approximation
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strong convergence
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strong numerical method
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Taylor-Ito expansion
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Taylor-Stratonovich expansion
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three-step numerical method
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two-step numerical method
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unified Taylor-ito expansion
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unified Taylor-Stratonovich expansion
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weak approximation
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weak convergence
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weak numerical method
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