Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients (Q3773300)
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scientific article; zbMATH DE number 4033038
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients |
scientific article; zbMATH DE number 4033038 |
Statements
1987
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numerical examples
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Runge-Kutta-method
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mean square convergence
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diffusions
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variance reduction technique
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Gaussian random variables
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Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients (English)
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0.8422464728355408
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0.8265300393104553
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0.8155911564826965
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0.8080236315727234
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