Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (Q6192520)
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scientific article; zbMATH DE number 7815421
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime |
scientific article; zbMATH DE number 7815421 |
Statements
Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (English)
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11 March 2024
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multiscale stochastic differential equations
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Wong-Zakai approximation
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numerical schemes
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asymptotic preserving methods
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uniformly accurate methods
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