Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients (Q3773300)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients |
scientific article |
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1987
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numerical examples
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Runge-Kutta-method
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mean square convergence
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diffusions
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variance reduction technique
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Gaussian random variables
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Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients (English)
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