Quantized state system methods for stochastic differential equations

DOI10.1007/S40314-025-03485-4MaRDI QIDQ6867022zbMATH OpenFDO

Authors Noelia Pizzi, Mariana Bergonzi, Joaquín L. Fernández, Damián Edgardo Marelli, Ernesto Kofman

Publication date 28 January 2026

Published in Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

numerical integrationstochastic differential equationsquantized state system methods

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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