Analysis of stochastic numerical schemes for the evolution equations of geophysics
- 1 November 2003
- journal article
- Published by Elsevier in Applied Mathematics Letters
- Vol. 16 (8) , 1223-1229
- https://doi.org/10.1016/s0893-9659(03)90121-2
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The law of the Euler scheme for stochastic differential equationsProbability Theory and Related Fields, 1996
- The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the DensityMonte Carlo Methods and Applications, 1996
- Random Generation of Stochastic Area IntegralsSIAM Journal on Applied Mathematics, 1994
- The Generation of Global Rotational Flow by Steady Idealized Tropical DivergenceJournal of the Atmospheric Sciences, 1988
- Numerical Treatment of Stochastic Differential EquationsSIAM Journal on Numerical Analysis, 1982