Pages that link to "Item:Q1578587"
From MaRDI portal
The following pages link to Simulation of a space-time bounded diffusion (Q1578587):
Displaying 6 items.
- On the pathwise approximation of stochastic differential equations (Q329029) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- Computing the principal eigenvalue of the Laplace operator by a stochastic method (Q870438) (← links)
- Computing the principal eigenelements of some linear operators using a branching Monte Carlo method (Q956335) (← links)
- Realized volatility with stochastic sampling (Q981001) (← links)
