Numerical methods for simulation of stochastic differential equations (Q1711244)
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scientific article; zbMATH DE number 7002828
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Numerical methods for simulation of stochastic differential equations |
scientific article; zbMATH DE number 7002828 |
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Numerical methods for simulation of stochastic differential equations (English)
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17 January 2019
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stochastic differential equations
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Monte Carlo methods
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Euler-Maruyama method
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Milstein method
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0.8471265435218811
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0.8454648852348328
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