Semi-implicit Milstein approximation scheme for non-colliding particle systems (Q2323707)
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: Semi-implicit Milstein approximation scheme for non-colliding particle systems |
scientific article; zbMATH DE number 7100766
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Semi-implicit Milstein approximation scheme for non-colliding particle systems |
scientific article; zbMATH DE number 7100766 |
Statements
Semi-implicit Milstein approximation scheme for non-colliding particle systems (English)
0 references
3 September 2019
0 references
Dyson Brownian motion
0 references
Milstein scheme
0 references
particle system
0 references
stochastic differential equation
0 references
strong approximation
0 references
0 references
0.9207855
0 references
0 references
0.86697555
0 references
0.8643699
0 references
0.86346513
0 references
0.86274004
0 references
0 references
0.85876966
0 references
