On quasi-Monte Carlo simulation of stochastic differential equations (Q3127320): Difference between revisions

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Latest revision as of 12:01, 27 May 2024

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On quasi-Monte Carlo simulation of stochastic differential equations
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    On quasi-Monte Carlo simulation of stochastic differential equations (English)
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    8 April 1997
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    numerical examples
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    stochastic differential equations
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    complexity
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    explicit Euler scheme
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    quasi-Monte Carlo simulation
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