An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652)
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scientific article; zbMATH DE number 792971
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| English | An efficient approximation method for stochastic differential equations by means of the exponential Lie series |
scientific article; zbMATH DE number 792971 |
Statements
An efficient approximation method for stochastic differential equations by means of the exponential Lie series (English)
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4 September 1995
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stochastic differential equations
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numerical approximations
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efficient estimators
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0.8535113334655762
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0.8506672978401184
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0.8085988759994507
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