On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry (Q5882864)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry |
scientific article; zbMATH DE number 7668683
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry |
scientific article; zbMATH DE number 7668683 |
Statements
On the variance of the estimate of the functional of the diffusion process in a domain with a reflecting bounry (English)
0 references
29 March 2023
0 references
diffusion process
0 references
variance of Monte Carlo method estimation
0 references
stochastic differential equations
0 references
reflecting boundary
0 references
Euler method
0 references
0 references
