The authors attempt to construct the exact finite-difference schemes for linear stochastic differential equations with constant coefficients.
Abstract. The authors attempt to construct the exact finite-difference schemes for linear stochastic differential equations with constant coefficients.
The authors attempt to construct the exact finite-difference schemes for linear stochastic differential equations with constant coefficients.
Oct 28, 2013 · The authors attempt to construct the exact finite-difference schemes for linear stochastic differential equations with constant coefficients ...
Semantic Scholar extracted view of "Exact finite-difference schemes for two-dimensional linear systems with constant coefficients" by L. Roeger.
An exact finite-difference scheme for a system of two linear differential equations with constant coefficients, (d/dt)x(t)=Ax(t), is proposed.
Article: Exact finite-difference schemes for two-dimensional linear systems with constant coefficients.
We study the rate of convergence of an explicit and an implicit–explicit finite difference scheme for linear stochastic integro-differential equations of ...
Missing: Exact | Show results with:Exact
Mar 20, 2020 · In [25, 26] Rogers et al. constructed exact finite difference schemes for one- and two-dimensional linear systems with constant coefficients.
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Feb 2, 2017 · Title:Exact finite difference schemes for three-dimensional linear systems with constant coefficients. Authors:Quang A Dang, Manh Tuan Hoang.
Missing: d- Stochastic