Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (Q2102112)
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scientific article; zbMATH DE number 7624122
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball |
scientific article; zbMATH DE number 7624122 |
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Semi-implicit Euler-Maruyama scheme for polynomial diffusions on the unit ball (English)
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28 November 2022
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polynomial diffusions on the unit ball
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semi-implicit Euler-Maruyama scheme
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degenerate and Hölder continuous diffusion coefficient
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