Numerical methods for simulation of stochastic differential equations (Q1711244): Difference between revisions
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Revision as of 21:08, 19 March 2024
scientific article
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English | Numerical methods for simulation of stochastic differential equations |
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Numerical methods for simulation of stochastic differential equations (English)
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17 January 2019
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stochastic differential equations
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Monte Carlo methods
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Euler-Maruyama method
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Milstein method
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