Heun method for numerically solving stochastic differential equations with discontinuous coefficients (Q2885953)
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scientific article; zbMATH DE number 6040793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heun method for numerically solving stochastic differential equations with discontinuous coefficients |
scientific article; zbMATH DE number 6040793 |
Statements
1 June 2012
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Heun method
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discontinuous coefficient
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stochastic differential equation
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weak convergence
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Heun method for numerically solving stochastic differential equations with discontinuous coefficients (English)
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0.8176689147949219
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0.8135080337524414
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0.8133538365364075
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0.8059988021850586
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