Adaptive density tracking by quadrature for stochastic differential equations
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Publication:2152700
DOI10.1016/j.amc.2022.127298OpenAlexW3161401108WikidataQ115361043 ScholiaQ115361043MaRDI QIDQ2152700
Ryleigh A. Moore, Akil C. Narayan
Publication date: 11 July 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.08148
Stochastic analysis (60Hxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Approximations and expansions (41Axx)
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