Fast simulations of stochastic dynamical systems (Q2485717)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast simulations of stochastic dynamical systems |
scientific article |
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Fast simulations of stochastic dynamical systems (English)
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5 August 2005
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Stochastic differential equations
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Quasi-random numbers
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Quasi-Monte Carlo methods
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First passage time
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Colored noise stochastic process
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numerical examples
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stochastic dynamical systems
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low-discrepancy sequences
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