Strong convergence of a half-explicit Euler scheme for constrained stochastic mechanical systems (Q5077068)
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scientific article; zbMATH DE number 7528314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of a half-explicit Euler scheme for constrained stochastic mechanical systems |
scientific article; zbMATH DE number 7528314 |
Statements
Strong convergence of a half-explicit Euler scheme for constrained stochastic mechanical systems (English)
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17 May 2022
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stochastic differential-algebraic equation
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manifold-valued stochastic differential equation
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nonlinear constraint
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numerical approximation
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drift-truncated scheme
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strong convergence
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