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scientific article; zbMATH DE number 474424 - MaRDI portal

scientific article; zbMATH DE number 474424

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Publication:4272996

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zbMath0787.60078MaRDI QIDQ4272996

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Publication date: 6 January 1994

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zbMATH Keywords

approximation schemes splitting method Lie-Trotter formula two-parameter Itô stochastic equation

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Wong-Zakai approximations for stochastic differential equations

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