On quasi-Monte Carlo simulation of stochastic differential equations (Q3127320): Difference between revisions
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Revision as of 09:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On quasi-Monte Carlo simulation of stochastic differential equations |
scientific article |
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On quasi-Monte Carlo simulation of stochastic differential equations (English)
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8 April 1997
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numerical examples
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stochastic differential equations
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complexity
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explicit Euler scheme
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quasi-Monte Carlo simulation
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