Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes (Q544549): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes |
scientific article |
Statements
Comparison between fixed and Gaussian steplength in Monte Carlo simulations for diffusion processes (English)
0 references
15 June 2011
0 references
diffusion
0 references
Monte Carlo methods
0 references
numerical examples
0 references
diffusion processes
0 references
Gaussian steplengths
0 references
