Pages that link to "Item:Q1872461"
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The following pages link to Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions (Q1872461):
Displayed 4 items.
- Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
- The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
- Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)