A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics (Q2223867)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics |
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A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics (English)
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3 February 2021
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systems of stochastic differential equation
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discontinuous Galerkin method
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Wong-Zakai approximation
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\(m\)-dimensional Brownian motion
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mean-square convergence
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