A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961)
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scientific article; zbMATH DE number 6617296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations |
scientific article; zbMATH DE number 6617296 |
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A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (English)
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16 August 2016
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Itō stochastic differential equation
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discontinuous Galerkin method
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Wong-Zakai approximation
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A-stability
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mean-square convergence
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convergence order
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