The Stochastic TR-BDF2 Scheme of Order 2

MaRDI QIDQ7217341arXivFDO

Authors T. Caraballo, Macarena Gómez Mármol, Ignacio Roldán

Publication date 2026

Published in arXiv

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical problems in dynamical systems (65P99)

arXiv classification

math.NA

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