Resolution of differential equations by the shift method

DOI10.1016/0378-4754(93)E0070-LMaRDI QIDQ1897660zbMATH OpenOpenAlexFDO

Authors Mohamed Ben Alaya

Publication date 31 October 1995

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4754(93)e0070-l

zbMATH Keywords

central limit theoremlaw of the iterated logarithmMonte Carlo methodnumerical resolution of elliptic equationspointwise Birkhoff theoremrate of convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• On effective computation of expectations in large or infinite dimension
• On numerical integration by the shift and application to Wiener space
• On the simulation of expectations of random variables depending on a stopping time
• Subadditive mean ergodic theorems

Cited in

(1)

• THE SHIFT: Properties and recommendations for practical use

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