Simulation of stopped diffusions (Q703771)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of stopped diffusions |
scientific article |
Statements
Simulation of stopped diffusions (English)
0 references
11 January 2005
0 references
Stopped diffusions
0 references
Stochastic differential equations
0 references
Weak approximation
0 references
Dirichlet problems
0 references
Monte-Carlo simulations
0 references
Comparison of methods
0 references
Brownian motion
0 references
Numerical experiments
0 references
Algorithm
0 references
0 references
0 references
0 references
0 references
0 references
