Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (Q2565578): Difference between revisions
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| Property / cites work: Local linearization method for the numerical solution of stochastic differential equations / rank | |||
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Latest revision as of 15:47, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations |
scientific article |
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Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (English)
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27 September 2005
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numerical integration
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