Numerical solutions of linear stochastic differential equations (Q1324320)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of linear stochastic differential equations |
scientific article |
Statements
Numerical solutions of linear stochastic differential equations (English)
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24 May 1994
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algorithm
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linear Ito stochastic differential equations
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Monte Carlo method
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Runge-Kutta method
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