Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (Q2565578): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: R. J. Biscay / rank | |||
| Property / author | |||
| Property / author: R. J. Biscay / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4404205 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Local linearization method for the numerical solution of stochastic differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4039873 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3359644 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
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 |
Statements
Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (English)
0 references
27 September 2005
0 references
numerical integration
0 references
0 references
