Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise (Q4377550)
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scientific article; zbMATH DE number 1116303
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| English | Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise |
scientific article; zbMATH DE number 1116303 |
Statements
Numerical Methods in the Weak Sense for Stochastic Differential Equations with Small Noise (English)
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10 February 1998
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weak approximation
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small noise
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computer simulation
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Monte Carlo methods
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0.8606773614883423
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0.8203659653663635
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0.8092961311340332
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0.7871346473693848
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