On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter |
scientific article |
Statements
On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (English)
0 references
17 November 2015
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
