Numerical Treatment of Stochastic Differential Equations (Q3960061): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 14:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Treatment of Stochastic Differential Equations |
scientific article |
Statements
Numerical Treatment of Stochastic Differential Equations (English)
0 references
1982
0 references
order of convergence
0 references
Heun's method
0 references
Euler's method
0 references
explicit Runge-Kutta schemes
0 references
Ito stochastic differential equation
0 references
uniform convergence
0 references
