Approximation of solutions of stochastic differential equations by discontinuous Galerkin methods

DOI10.4171/ZAA/736zbMath0868.60051OpenAlexW2024313921MaRDI QIDQ2365270

Yanyan Li

Publication date: 18 August 1997

Published in: Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/zaa/736

zbMATH Keywords

stochastic differential equationGalerkin methodStratonovich integral

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

Cites Work

• Discontinuous Polynomial Approximations in the Theory of One-Step, Hybrid and Multistep Methods for Nonlinear Ordinary Differential Equations
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