Numerical solutions of linear stochastic differential equations (Q1324320): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q4404205 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Linear stochastic systems with constant coefficients. A statistical approach / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A survey of numerical methods for stochastic differential equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Numerical Treatment of Stochastic Differential Equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5514782 / rank | |||
Normal rank |
Latest revision as of 16:04, 22 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical solutions of linear stochastic differential equations |
scientific article |
Statements
Numerical solutions of linear stochastic differential equations (English)
0 references
24 May 1994
0 references
algorithm
0 references
linear Ito stochastic differential equations
0 references
Monte Carlo method
0 references
Runge-Kutta method
0 references