A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations (Q4210288): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:59, 6 February 2024
scientific article; zbMATH DE number 1200919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations |
scientific article; zbMATH DE number 1200919 |
Statements
A General Implicit Splitting for Stabilizing Numerical Simulations of Itô Stochastic Differential Equations (English)
0 references
21 September 1998
0 references
Monte Carlo method
0 references
implicit splitting
0 references
stability
0 references
Itô stochastic differential equation
0 references
