Abstract
Will a spectral approximation of Brownian motion lead to higher-order numerical methods for stochastic differential equations as the Karhunen-Loeve truncation of a smooth stochastic process does?.
Cite
CITATION STYLE
APA
Zhang, Z., & Karniadakis, G. E. (2017). Numerical schemes for SDEs with time delay using the Wong-Zakai approximation. In Applied Mathematical Sciences (Switzerland) (Vol. 196, pp. 103–133). Springer. https://doi.org/10.1007/978-3-319-57511-7_4
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