A generic construction for high order approximation schemes of semigroups using random grids
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Publication:2049919
DOI10.1007/s00211-021-01219-2zbMath1489.65013arXiv1905.08548OpenAlexW3184557544MaRDI QIDQ2049919
Publication date: 27 August 2021
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.08548
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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