Strong 1.5 order scheme for second-order stochastic differential equations without Levy area
type: Item
instance of: scholarly article
title: Strong 1.5 order scheme for second-order stochastic differential equations without Levy area
author: Zhongqiang Zhang
author: Yu-Fen Liu
author: Wanrong Cao
published in: Applied Numerical Mathematics
publication date: 2022-12-09T00:00:00Z
Mathematics Subject Classification ID: 65Cxx
Mathematics Subject Classification ID: 65Nxx
zbMATH DE Number: 7630334
zbMATH Keywords: initial value problems
zbMATH Keywords: spectral approximation
zbMATH Keywords: numerical solution
zbMATH Keywords: strong convergence
zbMATH Keywords: piecewise version of spectral expansion
Wikidata QID: Q115360221
MaRDI profile type: Publication
full work available at URL: j.apnum.2022.10.007
OpenAlex ID: W4306804756
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DOI: 10.1016/J.APNUM.2022.10.007
description: scientific article; zbMATH DE number 7630334