A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations |
scientific article |
Statements
A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (English)
0 references
16 August 2016
0 references
Itō stochastic differential equation
0 references
discontinuous Galerkin method
0 references
Wong-Zakai approximation
0 references
A-stability
0 references
mean-square convergence
0 references
convergence order
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
