Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus (Q1687075): Difference between revisions
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Revision as of 04:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus |
scientific article |
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Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus (English)
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19 December 2017
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stochastic differential equation
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Stratonovich calculus
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variance reduction methods
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