A note on single-step difference scheme for the solution of stochastic differential equation

DOI10.1134/s1995080224601164MaRDI QIDQ6634948

Utku Okur, Charyyar Ashyralyyev, Allaberen Ashyralyev

Publication date: 8 November 2024

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

stabilitywell-posednessstochastic partial differential equationssingle-step difference schemes

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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