A symmetry-adapted numerical scheme for SDEs (Q2296018)
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scientific article; zbMATH DE number 7168110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A symmetry-adapted numerical scheme for SDEs |
scientific article; zbMATH DE number 7168110 |
Statements
A symmetry-adapted numerical scheme for SDEs (English)
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17 February 2020
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Lie symmetry analysis
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symmetries of stochastic differential equations
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numerical methods for stochastic differential equations
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geometric numerical integration
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