Numerical Solution of Free Stochastic Differential Equations (Q6070723)
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scientific article; zbMATH DE number 7770180
Language | Label | Description | Also known as |
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English | Numerical Solution of Free Stochastic Differential Equations |
scientific article; zbMATH DE number 7770180 |
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Numerical Solution of Free Stochastic Differential Equations (English)
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24 November 2023
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free stochastic differential equations
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free probability theory
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Euler-Maruyama method
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random matrix theory
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stochastic differential equations
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weak convergence
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strong convergence
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