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A family of Chaplygin-type solvers for Itô stochastic differential equations - MaRDI portal

A family of Chaplygin-type solvers for Itô stochastic differential equations (Q2007682)

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scientific article; zbMATH DE number 7135085
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A family of Chaplygin-type solvers for Itô stochastic differential equations
scientific article; zbMATH DE number 7135085

    Statements

    A family of Chaplygin-type solvers for Itô stochastic differential equations (English)
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    22 November 2019
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    stochastic differential equations
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    Chaplygin's method
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    convergence analysis
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    Banach space
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    Itô integral
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