Approximation of triple stochastic integrals through region subdivision (Q5400925)
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scientific article; zbMATH DE number 6268877
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| English | Approximation of triple stochastic integrals through region subdivision |
scientific article; zbMATH DE number 6268877 |
Statements
12 March 2014
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stochastic integral
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stochastic differential equation
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numerical method
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0.7745206356048584
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0.7529613375663757
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0.73211669921875
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0.7283440232276917
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