Stochastic Taylor expansion (Taylor-Itô) and numerical methods for stochastic differential equations

MaRDI QIDQ6148656FDOQ6148656

Authors:

Publication date: 7 February 2024

Full work available at URL: https://revistas.unal.edu.co/index.php/bolma/article/view/60052/57277

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zbMATH Keywords

Hermite polynomialsstochastic differential equationsEuler-MaruyamaMilsteinTaylor-Itô

Mathematics Subject Classification ID

Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Differential geometry of immersions (minimal, prescribed curvature, tight, etc.) (53C42)

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