An efficient approximation method for stochastic differential equations by means of the exponential Lie series (Q1897652)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient approximation method for stochastic differential equations by means of the exponential Lie series |
scientific article |
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
