Numerical study of interacting particles approximation for integro-differential equations (Q556315): Difference between revisions

@@ Property / author @@
-Dong-Jin Kim
@@ Property / author: Dong-Jin Kim / rank @@
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@@ Property / author @@
-Wojbor A. Woyczyński
@@ Property / author: Wojbor A. Woyczyński / rank @@
-Normal rank
@@ Property / author @@
+Dong-Jin Kim
@@ Property / author: Dong-Jin Kim / rank @@
+Normal rank
@@ Property / author @@
+Wojbor A. Woyczyński
@@ Property / author: Wojbor A. Woyczyński / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+MPI
@@ Property / describes a project that uses: MPI / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jcp.2004.12.023
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@@ Property / OpenAlex ID @@
+W2088605415
@@ Property / OpenAlex ID: W2088605415 / rank @@
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@@ Property / cites work @@
+A survey of numerical methods for stochastic differential equations
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+Numerical solution of SDE through computer experiments. Including floppy disk
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+Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations
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