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Publication:3959887

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zbMath0496.60050MaRDI QIDQ3959887

Wolfgang Wagner, Horst Liske, Eckhard Platen

Publication date: 1982

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

zbMATH Keywords

approximation recurrence formula multiple Wiener integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (3)

The approximation of multiple stochastic integrals ⋮ An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox ⋮ A survey of numerical methods for stochastic differential equations

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