Pointwise approximation of coupled Ornstein-Uhlenbeck processes (Q2902620)
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scientific article; zbMATH DE number 6069711
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| English | Pointwise approximation of coupled Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6069711 |
Statements
21 August 2012
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numerical examples
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stochastic evolution equation
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Ornstein-Uhlenbeck process
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algorithms
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Wiener process
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Euler-Maruyama schemes
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Pointwise approximation of coupled Ornstein-Uhlenbeck processes (English)
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0.8840959072113037
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0.7598938941955566
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0.7525724768638611
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0.7505034804344177
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0.7224777340888977
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