Analysis of some discretization schemes for constrained stochastic differential equations (Q2427236)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Analysis of some discretization schemes for constrained stochastic differential equations |
scientific article |
Statements
Analysis of some discretization schemes for constrained stochastic differential equations (English)
0 references
8 May 2008
0 references
constrained stochastic differential equations
0 references
projection and discretization
0 references
discretization and projection
0 references