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An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises - MaRDI portal

An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises (Q6593329)

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scientific article; zbMATH DE number 7901812
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English
An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises
scientific article; zbMATH DE number 7901812

    Statements

    An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises (English)
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    26 August 2024
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    generalized \(n\)-dimensional second-order differential equations
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    additive Gaussian white noises
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    explicit Euler scheme
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    strong superconvergence
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    strong convergence
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