Publication:3101969
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zbMath1240.35001MaRDI QIDQ3101969
Arnulf Jentzen, Peter E. Kloeden
Publication date: 1 December 2011
numerical schemesmild solutionsmultiplicative noiseadditive noiserandom ordinary differential equationsIto-Taylor expansionsexistence, uniqueness, and regularity of solutionshigher-order numerical methods
Theoretical approximation in context of PDEs (35A35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)
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