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Can I read A Simple Algebraic Expression to Evaluate the Local Linearization Schemes for Stochastic Differential Equations on EtoBox?
A Simple Algebraic Expression to Evaluate the Local Linearization Schemes for Stochastic Differential Equations by J.C. Jimenez is a Mathematics article available to read on EtoBox.
What is A Simple Algebraic Expression to Evaluate the Local Linearization Schemes for Stochastic Differential Equations about?
In this paper, a simple algebraic expression to evaluate the local linearization scheme for stochastic differential equations is introduced. In this way, the computation of the deterministic part of LL schemes is reduced to the evaluation of a matrix exponential, which reduces considerably the computational cost of these schemes.
Who reads A Simple Algebraic Expression to Evaluate the Local Linearization Schemes for Stochastic Differential Equations?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- J.C. Jimenez
- Publisher
- Elsevier Science; Elsevier ; Elsevier Ltd.; Elsevier BV (ISSN 0893-9659)
- Published
- 2002
- Language
- EN
- Field
- Mathematics (Physical Sciences)