Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (Q4730556)
From MaRDI portal
scientific article; zbMATH DE number 4115656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations |
scientific article; zbMATH DE number 4115656 |
Statements
Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations (English)
0 references
1989
0 references
Monte Carlo methods
0 references
numerical scheme
0 references
evaluation of functionals of Ito diffusions
0 references
0 references
0 references
