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A symmetry-adapted numerical scheme for SDEs - MaRDI portal

A symmetry-adapted numerical scheme for SDEs

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Publication:6285489

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DOI10.3934/JGM.2019018arXiv1704.04167MaRDI QIDQ6285489

Andrea Romano, Stefania Ugolini, Francesco C. De Vecchi

Publication date: 13 April 2017

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Group actions and symmetry properties (58D19) Numerical solutions to stochastic differential and integral equations (65C30)

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