Stochastic parareal algorithm for stochastic differential equations

DOI10.1007/S11075-025-02130-9MaRDI QIDQ7238432zbMATH OpenFDO

Authors Huanxin Wang, Junhan Lyu, Zicheng Peng, Min Li

Publication date 7 May 2026

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11075-025-02130-9

zbMATH Keywords

mean-square convergenceparareal algorithmstochastic differential equationsstochastic parareal algorithm

Mathematics Subject Classification ID

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

Cites work

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