An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An efficient approximation method for stochastic differential equations by means of the exponential Lie series |
scientific article; zbMATH DE number 792971
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
4 September 1995
0 references
stochastic differential equations
0 references
numerical approximations
0 references
efficient estimators
0 references
0 references
0 references
0.8535113334655762
0 references
0.8506672978401184
0 references
0.8085988759994507
0 references
