Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (Q1433391): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Renormalized differential geometry on path space: Structural equation, curvature / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4089601 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Numerical error for SDE: Asymptotic expansion and hyperdistributions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convergence to equilibrium for granular media equations and their Euler schemes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4319807 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3862204 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4805362 / rank | |||
Normal rank |
Latest revision as of 17:05, 6 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation |
scientific article |
Statements
Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation (English)
0 references
15 June 2004
0 references
Monte Carlo method
0 references
one-step scheme
0 references
Milstein scheme
0 references
Itô integrals
0 references