Publication:5156894
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zbMath1471.65011MaRDI QIDQ5156894
Publication date: 12 October 2021
Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume-17-2020/No-3-20/2020-03-05.pdf
finite difference method; order of convergence; mean-square convergence; additive white noise; stochastic nonlinear boundary-value problems
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
65C30: Numerical solutions to stochastic differential and integral equations
65L12: Finite difference and finite volume methods for ordinary differential equations