On quasi-Monte Carlo simulation of stochastic differential equations (Q3127320): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Deterministic Simulation of Random Processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5329336 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4865433 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4039796 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4004325 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5585021 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4767350 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4319807 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Quasi-Monte Carlo methods and pseudo-random numbers / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4003879 / rank | |||
Normal rank |
Revision as of 12:01, 27 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On quasi-Monte Carlo simulation of stochastic differential equations |
scientific article |
Statements
On quasi-Monte Carlo simulation of stochastic differential equations (English)
0 references
8 April 1997
0 references
numerical examples
0 references
stochastic differential equations
0 references
complexity
0 references
explicit Euler scheme
0 references
quasi-Monte Carlo simulation
0 references