Numerical integration of stochastic differential equations. (Q1963638)
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scientific article; zbMATH DE number 1397692
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Numerical integration of stochastic differential equations. |
scientific article; zbMATH DE number 1397692 |
Statements
Numerical integration of stochastic differential equations. (English)
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2 February 2000
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numerical treatment
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order of convergence
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generation of random numbers
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0.8327487707138062
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0.8264187574386597
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