High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (Q6190295)

scientific article; zbMATH DE number 7813244

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English	High Order Splitting Methods for SDEs Satisfying a Commutativity Condition	scientific article; zbMATH DE number 7813244

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instance of

scholarly article

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title

High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (English)

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SIAM Journal on Numerical Analysis

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publication date

5 March 2024

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full work available at URL

https://arxiv.org/abs/2210.17543

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zbMATH Keywords

numerical methods for SDEs

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high order strong convergence

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operator splitting

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MaRDI profile type

MaRDI publication profile

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mardi Publication:6190295