An implementation of Milstein's method for general bounded diffusions (Q2311990)

From MaRDI portal
Revision as of 12:46, 28 August 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q128854642, #quickstatements; #temporary_batch_1724845337664)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
An implementation of Milstein's method for general bounded diffusions
scientific article

    Statements

    title
    An implementation of Milstein's method for general bounded diffusions (English)
    0 references
    author
    Francisco Bernal
    0 references
    publication date
    4 July 2019
    0 references
    zbMATH Keywords
    stopped diffusion
    0 references
    reflected diffusion
    0 references
    Feynman-Kac formula
    0 references
    stochastic numerics
    0 references
    rank-one updates to matrix decompositions
    0 references
    eikonal equation
    0 references
    cites work
    Q3932291
    0 references
    Q2803233
    0 references
    Q5562267
    0 references
    Q4350396
    0 references
    Q4826106
    0 references
    Q5596448
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60H35
    0 references
    65C30
    0 references
    65C05
    0 references
    zbMATH DE Number
    7076946
    0 references
    OpenAlex ID
    W2901045452
    0 references
    arXiv ID
    1802.09785
    0 references
    Wikidata QID
    Q128854642
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2311990&oldid=37649284"
    Powered by MediaWiki