INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER (Q5715584)
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scientific article; zbMATH DE number 2243282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER |
scientific article; zbMATH DE number 2243282 |
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INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER (English)
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4 January 2006
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stochastic differential equations
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large fluctuations
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correlated noise
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algorithms
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