A Study of the Efficiency of Exact Methods for Diffusion Simulation (Q5326104)
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scientific article; zbMATH DE number 6193360
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Study of the Efficiency of Exact Methods for Diffusion Simulation |
scientific article; zbMATH DE number 6193360 |
Statements
A Study of the Efficiency of Exact Methods for Diffusion Simulation (English)
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31 July 2013
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numerical examples
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stochastic differential equations
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diffusion simulation
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exact algorithm
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Euler
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predictor-corrector
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Ozaki-Shoji
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