Some remarks on the numerical approximation of stochastic differential equations

  • Ewald B
  • Témam R
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Abstract

The aim of this article is to discuss the convergence of some numerical stochastic schemes in geophysical fluid dynamics (GFD) and to make some remarks on the numerical analysis of stochastic differential equations (SDEs). © 2008 Brown University.

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APA

Ewald, B. D., & Témam, R. (2008). Some remarks on the numerical approximation of stochastic differential equations. Quarterly of Applied Mathematics, 66(3), 595–605. https://doi.org/10.1090/s0033-569x-08-01128-1

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