Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913)
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scientific article; zbMATH DE number 4143187
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| English | Second-order discretization schemes of stochastic differential systems for the computation of the invariant law |
scientific article; zbMATH DE number 4143187 |
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Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (English)
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1990
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simulation of stochastic differential equations
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invariant law of a stochastic differential equation
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0.8940979
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0.8890851
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