Numerical solution to stochastic differential equations with a random structure on supercomputers (Q5407768)
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scientific article; zbMATH DE number 6280865
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| English | Numerical solution to stochastic differential equations with a random structure on supercomputers |
scientific article; zbMATH DE number 6280865 |
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Numerical solution of stochastic differential equations with random structure on supercomputers (English)
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7 April 2014
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stochastic differential equation
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parallelization
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supercomputer
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statistical modeling
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generalized Euler method
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numerical experiments
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0.8538186550140381
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0.8251017928123474
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0.7631435394287109
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