Some remarks on the numerical approximation of stochastic differential equations

Ewald, Brian; Témam, Roger

doi:10.1090/S0033-569X-08-01128-1

Authors: Brian D. Ewald and Roger Témam
Journal: Quart. Appl. Math. 66 (2008), 595-605
MSC (2000): Primary 65C20
DOI: https://doi.org/10.1090/S0033-569X-08-01128-1
Published electronically: July 2, 2008
MathSciNet review: 2445530
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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).

References

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