scientific article

zbMath0729.65117MaRDI QIDQ3995945

Wolfgang Wagner

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsweak solutionsvariance reductionfunctional integralsstatistical errorWiener integralsNumerical examplessystematic errorvon Neumann-Ulam schemeStochastic numerical algorithms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to equations with linear operators (65J10) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probabilistic methods, stochastic differential equations (65C99)

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