The spectral collocation method for stochastic differential equations (Q1948821)

From MaRDI portal





scientific article; zbMATH DE number 6157322
Language Label Description Also known as
English
The spectral collocation method for stochastic differential equations
scientific article; zbMATH DE number 6157322

    Statements

    The spectral collocation method for stochastic differential equations (English)
    0 references
    0 references
    0 references
    24 April 2013
    0 references
    spectral collocation method
    0 references
    strong convergence
    0 references
    Shoji-Ozaki method
    0 references
    Lamperti transform
    0 references

    Identifiers