scientific article; zbMATH DE number 5509229

zbMATH Open1279.65013MaRDI QIDQ3603792FDOQ3603792

Authors: Shuya Kanagawa, Shigeyoshi Ogawa 

Publication date: 18 February 2009

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (4)

• Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive \(Q\)-regular noise
• Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
• Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
• Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance

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