Monte Carlo simulation of nonlinear diffusion processes. II (Q1325130): Difference between revisions
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Revision as of 15:09, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo simulation of nonlinear diffusion processes. II |
scientific article |
Statements
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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