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Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes - MaRDI portal

Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes (Q6620116)

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scientific article; zbMATH DE number 7927534
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English
Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes
scientific article; zbMATH DE number 7927534

    Statements

    Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes (English)
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    16 October 2024
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    signature of data
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    noise parametrization
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    Milstein scheme
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    Ito expansions
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    high order stochastic schemes
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