Numerical methods for simulation of stochastic differential equations (Q1711244)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for simulation of stochastic differential equations |
scientific article |
Statements
Numerical methods for simulation of stochastic differential equations (English)
0 references
17 January 2019
0 references
stochastic differential equations
0 references
Monte Carlo methods
0 references
Euler-Maruyama method
0 references
Milstein method
0 references
0 references
0 references
