Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes

DOI10.3934/fods.2023011MaRDI QIDQ6620116

Etienne Mémin, Pierre-Marie Boulvard

Publication date: 16 October 2024

Published in: Foundations of Data Science (Search for Journal in Brave)

zbMATH Keywords

Milstein schemehigh order stochastic schemesIto expansionsnoise parametrizationsignature of data

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Numerical solutions to stochastic differential and integral equations (65C30)

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