Efficient numerical computations for solving high-dimensional stochastic differential equations.

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Bibliographic Details
Title: Efficient numerical computations for solving high-dimensional stochastic differential equations.
Authors: Komori, Yoshio1 (AUTHOR) komori@phys.kyutech.ac.jp, Burrage, Kevin2 (AUTHOR) kevin.burrage@qut.edu.au
Source: Journal of Computational & Applied Mathematics. Mar2026, Vol. 475, pN.PAG-N.PAG. 1p.
Subjects: Stochastic differential equations, Numerical analysis, Problem solving
Database: Engineering Source
Description
ISSN:03770427
DOI:10.1016/j.cam.2025.117043