A non-standard-Euler–Maruyama scheme (Q2804523)

From MaRDI portal
Revision as of 08:37, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
A non-standard-Euler–Maruyama scheme
scientific article

    Statements

    title
    A non-standard-Euler–Maruyama scheme (English)
    0 references
    author
    Frédéric Pierret
    0 references
    publication date
    29 April 2016
    0 references
    zbMATH Keywords
    finite difference
    0 references
    stochastic scheme
    0 references
    Euler-Maruyama
    0 references
    domain invariance
    0 references

    Identifiers

    Mathematics Subject Classification ID
    37H10
    0 references
    37M05
    0 references
    39A12
    0 references
    65C30
    0 references
    65C20
    0 references
    65L20
    0 references
    65L12
    0 references
    zbMATH DE Number
    6575452
    0 references
    OpenAlex ID
    W2245788301
    0 references
    arXiv ID
    1411.2220
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2804523&oldid=33554528"
    Powered by MediaWiki