An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises (Q6197989)
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scientific article; zbMATH DE number 7806680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises |
scientific article; zbMATH DE number 7806680 |
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An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises (English)
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20 February 2024
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boundary-value problems
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finite-difference method
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additive white noise
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Wiener process
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mean-square convergence
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Wong-Zakai approximation
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