Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process (Q4248574)
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scientific article; zbMATH DE number 1300009
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| English | Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process |
scientific article; zbMATH DE number 1300009 |
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Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process (English)
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20 February 2000
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stochastic differential equations
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implicit Euler method
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0.7730916142463684
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0.7589539289474487
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0.7311376929283142
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0.7304683327674866
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