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Adaptive Density Tracking by Quadrature for Stochastic Differential Equations - MaRDI portal

Adaptive Density Tracking by Quadrature for Stochastic Differential Equations

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Publication:6367874

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DOI10.1016/J.AMC.2022.127298zbMath1510.65016arXiv2105.08148WikidataQ115361043 ScholiaQ115361043MaRDI QIDQ6367874

Ryleigh A. Moore, Akil C. Narayan

Publication date: 17 May 2021

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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