Weak exponential schemes for stochastic differential equations with additive noise (Q5316912)
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scientific article; zbMATH DE number 2205578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak exponential schemes for stochastic differential equations with additive noise |
scientific article; zbMATH DE number 2205578 |
Statements
Weak exponential schemes for stochastic differential equations with additive noise (English)
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15 September 2005
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stochastic differential equations
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Euler-Maruyama method
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exponential-type Euler methods
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weak convergence
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