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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Accelerated exponential Euler scheme for stochastic heat equation: convergence rate of the density
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 40
Authors:
Chen, Chuchu
;
Cui, Jianbo
;
Hong, Jialin
;
Sheng, Derui
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View/Download：46/0
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Submit date：2022/06/21
density
convergence order
accelerated exponential Euler scheme
stochastic heat equation
Malliavin calculus
