Monte Carlo simulation of nonlinear diffusion processes. II (Q1325130): Difference between revisions

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Property / cites work: A survey of numerical methods for stochastic differential equations / rank
 
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Property / cites work: Monte Carlo simulation of nonlinear diffusion processes / rank
 
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Latest revision as of 09:27, 30 July 2024

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Monte Carlo simulation of nonlinear diffusion processes. II
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    Monte Carlo simulation of nonlinear diffusion processes. II (English)
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    1 November 1994
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    nonlinear diffusions
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    density estimation
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    second order approximation
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    Monte Carlo simulation
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    stochastic differential equations
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