Strong 1.5 order scheme for second-order stochastic differential equations without Levy area (Q2106219)
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scientific article; zbMATH DE number 7630334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong 1.5 order scheme for second-order stochastic differential equations without Levy area |
scientific article; zbMATH DE number 7630334 |
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Strong 1.5 order scheme for second-order stochastic differential equations without Levy area (English)
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9 December 2022
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initial value problems
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spectral approximation
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numerical solution
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strong convergence
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piecewise version of spectral expansion
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