Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus (Q1687075): Difference between revisions
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Latest revision as of 03:33, 11 December 2024
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus |
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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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