Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q50531122, #quickstatements; #temporary_batch_1712190744730 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q50531122 / rank | |||
Normal rank | |||
Revision as of 03:18, 4 April 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)
0 references
7 June 2017
0 references
stochastic differential equations
0 references
adaptive methods
0 references
rejection sampling
0 references
embedded algorithms
0 references
stochastic Runge-Kutta
0 references
strong approximation
0 references
error estimate
0 references
