scientific article

zbMath0465.60055MaRDI QIDQ3917262

Eckhard Platen

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Ito processestime discrete approximations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (8)

Simulation of stochastic differential equations ⋮ Simulation studies on time discrete diffusion approximations ⋮ Simultaneous time and chance discretization for stochastic differential equations ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ A survey of numerical methods for stochastic differential equations ⋮ \(A\)-stability of Runge-Kutta methods for systems with additive noise ⋮ Approximate solution of random integral equations: General methods ⋮ Weak convergence of semimartingales and discretisation methods

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