Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold (Q2507672)
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scientific article; zbMATH DE number 5060565
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| English | Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold |
scientific article; zbMATH DE number 5060565 |
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Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold (English)
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5 October 2006
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stochastic differential equations on manifolds
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Milstein numerical schemes
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numerical approximation of stochastic differential equations
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0.7159128189086914
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0.7025461196899414
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0.6950391530990601
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