Random Generation of Stochastic Area Integrals (Q4310870)
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scientific article; zbMATH DE number 681331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random Generation of Stochastic Area Integrals |
scientific article; zbMATH DE number 681331 |
Statements
Random Generation of Stochastic Area Integrals (English)
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2 February 1995
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numerical approximations
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method of random generation of the integrals
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numerical scheme for simulation of strong solutions
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stochastic differential equations
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order of convergence
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