The spectral collocation method for stochastic differential equations

DOI10.3934/DCDSB.2013.18.667zbMath1263.65004OpenAlexW2333103232MaRDI QIDQ1948821

Zhimin Zhang, Can Huang

Publication date: 24 April 2013

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2013.18.667

zbMATH Keywords

strong convergencespectral collocation methodLamperti transformShoji-Ozaki method

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

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