Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881): Difference between revisions
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Revision as of 22:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory |
scientific article |
Statements
Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (English)
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7 June 2017
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stochastic differential equations
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adaptive methods
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rejection sampling
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embedded algorithms
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stochastic Runge-Kutta
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strong approximation
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error estimate
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