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Comparative Analysis of the Efficiency of Application of Legendre Polynomials and Trigonometric Functions to the Numerical Integration of Ito Stochastic Differential Equations - MaRDI portal

Comparative Analysis of the Efficiency of Application of Legendre Polynomials and Trigonometric Functions to the Numerical Integration of Ito Stochastic Differential Equations

From MaRDI portal
Publication:6312160

DOI10.1134/S0965542519080116arXiv1901.02345MaRDI QIDQ6312160

D. F. Kuznetsov

Publication date: 30 December 2018




Mathematics Subject Classification ID

Numerical analysis (65-XX) Probability theory and stochastic processes (60-XX)








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