STOCHASTIC PARTITIONED AVERAGED VECTOR FIELD METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY

DOI10.11948/20180254zbMath1459.60127OpenAlexW2980261818MaRDI QIDQ5859442

Qiang Ma, Xiuyan Li, Xiao-Hua Ding

Publication date: 16 April 2021

Published in: Journal of Applied Analysis & Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11948/20180254

zbMATH Keywords

convergence analysisstochastic differential equationsconserved quantitystochastic partitioned averaged vector field methods

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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