The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations (Q1917686): Difference between revisions
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Revision as of 08:54, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations |
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The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations (English)
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17 November 1996
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numerical approximation
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strong solutions of stochastic differential equations
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noncommutative Lie algebra
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multidimensional Brownian path
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asymptotic efficiency
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