A Study of the Efficiency of Exact Methods for Diffusion Simulation (Q5326104): Difference between revisions

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Revision as of 20:50, 5 March 2024

scientific article; zbMATH DE number 6193360
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English
A Study of the Efficiency of Exact Methods for Diffusion Simulation
scientific article; zbMATH DE number 6193360

    Statements

    A Study of the Efficiency of Exact Methods for Diffusion Simulation (English)
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    31 July 2013
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    numerical examples
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    stochastic differential equations
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    diffusion simulation
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    exact algorithm
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    Euler
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    predictor-corrector
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    Ozaki-Shoji
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