S-ROCK methods for stiff Itô SDEs (Q1011858)
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scientific article; zbMATH DE number 5542955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | S-ROCK methods for stiff Itô SDEs |
scientific article; zbMATH DE number 5542955 |
Statements
S-ROCK methods for stiff Itô SDEs (English)
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14 April 2009
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Stochastic heat equation
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Gaussian noise
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stochastic integral
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fractional Brownian motion
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spatial covariance function
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