Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (Q6192520)

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scientific article; zbMATH DE number 7815421
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    Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime
    scientific article; zbMATH DE number 7815421

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      Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (English)
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      11 March 2024
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      multiscale stochastic differential equations
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      Wong-Zakai approximation
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      numerical schemes
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      asymptotic preserving methods
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      uniformly accurate methods
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