A Note on Single-Step Difference Scheme for the Solution of Stochastic Differential Equation

Keyphrases

• Difference Scheme 100%
• Stochastic Differential Equations 100%
• Numerical Results 40%
• Approximate Solution 40%
• Abstract Cauchy Problem 40%
• Operator Approach 20%
• Hilbert Space 20%
• Stochastic Parabolic Equation 20%
• Dirichlet Condition 20%
• Dependence Coefficients 20%
• Mixed Problem 20%
• Order of Accuracy 20%
• Neumann Condition 20%
• Parabolic Equation 20%
• Positive Operator 20%
• Convergence Estimates 20%
• Parabolic Differential Equations 20%
• Exact Difference Scheme 20%
• Stochastic Partial Differential Equations 20%

Mathematics

• Stochastic Differential Equation 100%
• Difference Scheme 100%
• Parabolic Equation 33%
• Abstract Cauchy Problem 33%
• Approximate Solution 33%
• Stochastics 33%
• Neumann Condition 16%
• Differential Equation 16%
• Dirichlet Condition 16%
• Parabolic 16%
• Positive Operator 16%
• Operator Approach 16%
• Hilbert Space 16%
• Mixed Problem 16%
• Stochastic Partial Differential Equation 16%